I(2) representations of US money demand

Stefan C. Norrbin; Kevin L. Reffett

doi:10.1016/0165-1765(95)00705-K

I(2) representations of US money demand

Stefan C. Norrbin, Kevin L. Reffett

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Researchers have found success in estimating I(2) representations of money demand for other countries. Using a general equilibrium cash-credit model, an I(2) model for the United States is tested. No bias is found from treating the variables as I(1).

Original language	English (US)
Pages (from-to)	415-423
Number of pages	9
Journal	Economics Letters
Volume	49
Issue number	4
DOIs	https://doi.org/10.1016/0165-1765(95)00705-K
State	Published - Oct 1995
Externally published	Yes

Keywords

CCR
Cointegration
Money demand

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/0165-1765(95)00705-K

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@article{4589951aade4416dac84f3e178e8b514,

title = "I(2) representations of US money demand",

abstract = "Researchers have found success in estimating I(2) representations of money demand for other countries. Using a general equilibrium cash-credit model, an I(2) model for the United States is tested. No bias is found from treating the variables as I(1).",

keywords = "CCR, Cointegration, Money demand",

author = "Norrbin, {Stefan C.} and Reffett, {Kevin L.}",

year = "1995",

month = oct,

doi = "10.1016/0165-1765(95)00705-K",

language = "English (US)",

volume = "49",

pages = "415--423",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "4",

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TY - JOUR

T1 - I(2) representations of US money demand

AU - Norrbin, Stefan C.

AU - Reffett, Kevin L.

PY - 1995/10

Y1 - 1995/10

N2 - Researchers have found success in estimating I(2) representations of money demand for other countries. Using a general equilibrium cash-credit model, an I(2) model for the United States is tested. No bias is found from treating the variables as I(1).

AB - Researchers have found success in estimating I(2) representations of money demand for other countries. Using a general equilibrium cash-credit model, an I(2) model for the United States is tested. No bias is found from treating the variables as I(1).

KW - CCR

KW - Cointegration

KW - Money demand

UR - http://www.scopus.com/inward/record.url?scp=21844526810&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=21844526810&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(95)00705-K

DO - 10.1016/0165-1765(95)00705-K

M3 - Article

AN - SCOPUS:21844526810

SN - 0165-1765

VL - 49

SP - 415

EP - 423

JO - Economics Letters

JF - Economics Letters

IS - 4

ER -

I(2) representations of US money demand

Abstract

Keywords

ASJC Scopus subject areas

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