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Econometric modelling of European money demand : aggregation, cointegration, identification

Author: Engelbert Plassmann
Publisher: Heidelberg ; New York : Physica-Verlag, ©2003.
Series: Contributions to economics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Engelbert Plassmann
ISBN: 3790815225 9783790815221
OCLC Number: 50333831
Description: x, 204 pages : illustrations ; 24 cm.
Contents: 1. Introduction. 1.1. Motivation. 1.2. Outline --
2. Econometric Modelling. 2.1. Data Generation and Statistical Inference. 2.2. Statistical Inference and Economic Theory. 2.3. Econometric Methodologies --
3. Autoregressive Probability Models. 3.1. Scalar Sequences. 3.2. Vector Sequences --
4. Structural ECM Models. 4.1. Just-Identification. 4.2. Over-Identification --
5. Aggregation. 5.1. Aggregation of Relations. 5.2. Aggregation of Variables --
6. Empirical Money Demand. 6.1. Probability Model for Germany. 6.2. Probability Model for Europe. 6.3. Money Demand in Germany and Europe --
7. Conclusions.
Series Title: Contributions to economics.
Responsibility: Engelbert Plassmann.
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