Seasonal cointegration and the money demand function: Some evidence from Japan

Applied Economics Letters

Volumn 8, Issue 5, 2001, Pages 305-310

  Hamori, S ^a   Tokihisa, A ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; COINTEGRATION ANALYSIS; GROSS DOMESTIC PRODUCT; NATIONAL ECONOMY;

JAPAN;

EID: 0035042442     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048501750157468     Document Type: Article

References (12)

1. Co-integration and error correction: Representation, estimation, and testing
2. Seasonal cointegration: The Japanese consumption function
3. Forecasting and testing in co-integrated systems
4. Money, income, prices, and interest rates
5. The effects of seasonal adjustment filters on tests for a unit root
6. The demand for money in the United States: Evidence from cointegration tests
7. Seasonal integration and cointegration
8. Stochastic trends and economic fluctuations
9. Monetary dynamics: An application of cointegration and error correction modeling
10. Does a cointegrating M2 demand relation really exist in the United States?
11. Does a cointegrating M2 demand relation really exist in Japan?