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Trends and Unit Roots in Greek Real Money Supply, Real GDP and Nominal Interest Rate

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  • Karpetis Ch.
  • Varelas E.

Abstract

This paper presents the results of a unit root investigation of Greek real money supply, real G.D.P. and nominal interest rate, after following a sequential procedure which takes into consideration the effect of the possibly erroneus presence or absence of the trend and/or intercept on the augmented Dickey – Fuller unit root test procedure.

Suggested Citation

  • Karpetis Ch. & Varelas E., 2002. "Trends and Unit Roots in Greek Real Money Supply, Real GDP and Nominal Interest Rate," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 25-44, July-Dece.
    • Handle: RePEc:ers:journl:v:v:y:2002:i:3-4:p:25-44
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