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Breaking trend functions in the velocity of money: Evidence from the United States and Canada

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  • Serletis, Apostolos

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  • Serletis, Apostolos, 1994. "Breaking trend functions in the velocity of money: Evidence from the United States and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 5(2), pages 201-208.
    • Handle: RePEc:eee:ecofin:v:5:y:1994:i:2:p:201-208
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    Cited by:

    1. Franco Bevilacqua & Adriaan van Zon, 2004. "Random walks and non-linear paths in macroeconomic time series: some evidence and implications," Chapters, in: John Foster & Werner Hölzl (ed.), Applied Evolutionary Economics and Complex Systems, chapter 3, Edward Elgar Publishing.
    2. Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.

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