Titre:
  • On the Sources of Euro Area Money Demand Stability.: A Time-Varying Cointegration Analysis
Auteur:Barigozzi, Matteo; Conti, Antonio
Statut de publication:Publié, 2010
series:ECARES Working Papers, ECARES 2010-022
Sujet CREF:Economie
Sujet JEL:Demand for Money
Financial Markets and the Macroeconomy
Multiple or Simultaneous Equation Models: Time-Series Models
Volumes/pages:35 p.
Mots-clés:Euro Area Money Demand
Time-Varying Vector Error Correction Model
International Portfolio Allocation
Financial Stability
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/57649