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Modelling Time Series Data Of Monetary Aggregates Using I(2) And I(1) Cointegration Analysis

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  • Takamitsu Kurita

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  • Takamitsu Kurita, 2013. "Modelling Time Series Data Of Monetary Aggregates Using I(2) And I(1) Cointegration Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 65(4), pages 372-388, October.
    • Handle: RePEc:bla:buecrs:v:65:y:2013:i:4:p:372-388
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    File URL: http://hdl.handle.net/10.1111/boer.2013.65.issue-4
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    Cited by:

    1. Kurita, Takamitsu, 2020. "Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    2. Juergen Amann & Paul Middleditch, 2017. "Growth in a time of austerity: evidence from the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 64(4), pages 349-375, September.

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