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Online Appendix to The Demand for Money at the Zero Interest Rate Bound

Author

Listed:
  • Tsutomu Watanabe

    (Graduate School of Economics, University of Tokyo)

  • Tomoyoshi Yabu

    (Faculty of Business and Commerce, Keio University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "Online Appendix to The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044_Appendix, University of Tokyo, Graduate School of Economics.
    • Handle: RePEc:upd:utmpwp:wp044_appendix
    Note: Paper available at https://www.centralbank.e.u-tokyo.ac.jp/wp-content/uploads/2022/12/cb-wp044.pdf
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    File URL: https://www.centralbank.e.u-tokyo.ac.jp/wp-content/uploads/2022/12/cb-wp044_appendix.pdf
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    References listed on IDEAS

    as
    1. Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," Working Papers on Central Bank Communication 013, University of Tokyo, Graduate School of Economics.
    2. Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
    3. Kejriwal, Mohitosh & Perron, Pierre, 2010. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 503-522.
    4. Andrews, Donald W K & Monahan, J Christopher, 1992. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 60(4), pages 953-966, July.
    Full references (including those not matched with items on IDEAS)

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