The demand for M3 and inflation forecasts: An empirical analysis for Switzerland

Weltwirtschaftliches Archiv

Volumn 137, Issue 2, 2001, Pages 244-272

  Baltensperger, Ernst ^a   Jordan, Thomas J ^a   Savioz, Marcel R ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035590320     PISSN: 00432636     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02707265     Document Type: Article

References (9)

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2. Baltensperger, E. (1999). Die Rolle des Geldes im Inflation Targeting. Mimeo, University of Berne.
3. Brunner, K., and A. H. Meltzer (1969). The Nature of the Policy Problem. In K. Brunner (ed.), Targets and Indicators of Monetary Policy. San Francisco: Chandler Publishing Company.
4. Charemza, W. W., and D. F. Deadman (1997). New Directions in Econometric Practice. Cheltenham: Edward Elgar.
5. Christoffersen, P. F., and F. X. Diebold (1997). Cointegration and Long-Horizon Forecasting. Technical Paper 217. National Bureau of Economic Research, Cambridge, Mass.
6. Dickey, D. A., and W. A. Fuller (1979). Distribution of the Estimates for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association 74 (June): 427-431.
7. Thoma, M. A., and J. A. Gray (1994). On Leading Indicators: Getting it Straight. Texas Conference on Monetary Economics, Discussion Paper 4, Federal Reserve Bank of Dallas.
8. Wolters, J., and H. Lütkepohl (1997). Die Geldnachfrage für M3: Neue Ergebnisse für das vereinigte Deutschland. Ifo Studien 43 (1): 35-54.
9. Wolters, J., T. Teräsvirta, and H. Lütkepohl (1998). Modeling the Demand for M3 in the Unified Germany. The Review of Economics and Statistics 80 (3): 399-409.