Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity
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- Jawadi, Fredj & Sousa, Ricardo M., 2013. "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity," Economic Modelling, Elsevier, vol. 32(C), pages 507-515.
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- Mohsen Bahmani-Oskooee & Majid Maki-Nayeri, 2018. "Asymmetric Effects of Policy Uncertainty on the Demand for Money in the United States," JRFM, MDPI, vol. 12(1), pages 1-13, December.
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More about this item
Keywords
money demand; dynamic OLS; smooth transition; quantile regression.;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2013-01-19 (European Economics)
- NEP-MON-2013-01-19 (Monetary Economics)
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