Assessing the causal relationship between euro-area money and prices in a time-varying environment

Economic Modelling

Volumn 26, Issue 4, 2009, Pages 760-766

  Hall, Stephen G ^a,b,c   Hondroyiannis, George ^b,d   Swamy, P A V B ^e   Tavlas, George S ^b  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

^b Bank of Greece ^*  (Greece)

^c NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

^d HAROKOPIO UNIVERSITY   (Greece)

^e BUREAU OF LABOR STATISTICS   (United States)

Author keywords

Causality between money and price; Euro area; TVC estimation; VEC

Indexed keywords

EID: 67349269944     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2008.07.007     Document Type: Article

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