Empirical Identification of the Vector Autoregression: The Causes and Effects of US M2

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Volumn , Issue , 2009, Pages

  Hoover, Kevin D ^a   Demiralp, Selva ^b   Perez, Stephen J ^c  

^a DUKE UNIVERSITY   (United States)

^b KOÇ UNIVERSITY   (Turkey)

^c CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Autometrics; Causal analysis; Causality; Graph theory; M2; Monetary aggregates; Monetary policy; PcGets; Quantity theory of money; Search algorithms

Indexed keywords

EID: 84919696094     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1093/acprof:oso/9780199237197.003.0002     Document Type: Chapter

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