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Applied Economics Letters Volume 16, 2009 - Issue 14
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Original Articles

The Reichsbank: a nonparametric modelling of historical time series

Mohamed Chikhi Université de Ouargla and LAMETA/CNRS, Université Montpellier I, Faculté des Sciences Economiques, Espace Richter, Avenue de la Mer, CS 79606, 34960, Montpellier Cedex 2, France
&
Claude Diebolt CNRS, Université Louis Pasteur de Strasbourg and Humboldt-Universität zu Berlin, Faculté des Sciences Economiques, 61 Avenue de la Forêt Noire, 67085, Strasbourg Cedex, FranceCorrespondence[email protected]
Pages 1409-1414 | Published online: 07 Oct 2009
 
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Abstract

This article applies nonparametric methods to the monthly monetary stock time series of the Reichsbank, constructed in weekly data, with 2160 observations, covering the time period January 1876 to December 1920. Our analysis begins with a historical description followed by a cliometric application.

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