| 000 | 00000nam##2200000za#4500 |
| 001 | 9.571555 |
|---|
| 003 | CaOODSP |
|---|
| 005 | 20211126112844 |
|---|
| 007 | cr ||||||||||| |
|---|
| 008 | 150406|2000||||xxc|||||o f|0| 0 eng|d |
|---|
| 022 | |a1701-9397 |
|---|
| 040 | |aCaOODSP|beng |
|---|
| 043 | |an-cn--- |
|---|
| 086 | 1 |aFB3-2/100-13E-PDF |
|---|
| 110 | 2 |aBank of Canada. |
|---|
| 245 | 10|aFractional cointegration and the demand for M1 / |h[electronic resource]|cby Greg Tkacz. |
|---|
| 260 | |aOttawa - Ontario : |bBank of Canada |cJune 2000. |
|---|
| 300 | |a32p.|bgraphs, references, tables |
|---|
| 490 | 1 |aBank of Canada working paper|x1701-9397|v2000-13 |
|---|
| 500 | |a"This paper extends the long-run analysis of money demand into the sphere of fractional cointegration. This extension is motivated by the fact that traditional methods of cointegration analysis yield relationships that are not as stationary as they are believed to be. Our results demonstrate that money gaps arising from simple money-demand systems are at best fractionally integrated, and at worst random walks."--Conclusion. |
|---|
| 500 | |aThe ISBN (0-662-29133-6) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
|---|
| 520 | 3 |aThis paper extends the long-run analysis of money demand into the sphere of fractional cointegration. This extension is motivated by the fact that traditional methods of cointegration analysis yield relationships that are not as stationary as they are believed to be. Our results demonstrate that money gaps arising from simple money-demand systems are at best fractionally integrated, and at worst random walks.--Conclusion |
|---|
| 546 | |aRésumé en français. |
|---|
| 590 | |a11-19-Supp|b2011-09-23 |
|---|
| 690 | 07|aInterest rates|2gcpds |
|---|
| 690 | 07|aDemand|2gcpds |
|---|
| 690 | 07|aCurrency|2gcpds |
|---|
| 720 | 1 |aTkacz, Greg |
|---|
| 776 | 0#|tFractional cointegration and the demand for M1 / |w(CaOODSP)9.615243 |
|---|
| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2000-13|w(CaOODSP)9.504604 |
|---|
| 856 | 40|ahttp://publications.gc.ca|qPDF|s1.46 MB|uhttps://publications.gc.ca/collections/Collection/FB3-2-100-13E.pdf|y2000-13 |
|---|