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| 01857nam##2200337za#4500 |
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| 001 | 9.615243 |
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| 003 | CaOODSP |
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| 005 | 20211126112847 |
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| 007 | ta |
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| 008 | 150406|2000||||xxc||||| f|0| 0 eng|d |
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| 020 | |a0-662-29133-6 |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/100-13E |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aFractional cointegration and the demand for M1 / |cby Greg Tkacz. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |c2000. |
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| 300 | |av, 23p. : |bfigs., references, tables ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|v2000-13 |
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| 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. |
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| 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 |
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| 546 | |aRésumé en français |
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| 563 | |aSoftcover |
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| 590 | |a00-32|b2000-08-11 |
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| 690 | 07|aInterest rates|2gcpds |
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| 690 | 07|aDemand|2gcpds |
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| 690 | 07|aCurrency|2gcpds |
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| 720 | 1 |aTkacz, Greg |
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| 776 | 0#|tFractional cointegration and the demand for M1 / |w(CaOODSP)9.571555 |
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| 830 | #0|aWorking paper,|x1192-5434|v2000-13|w(CaOODSP)9.514622 |
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