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Original Articles

On the M2 demand relationship

Pages 467-469 | Published online: 06 Oct 2010

References

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  • Miyao , R. 1996 . Does a cointegrating M2 demand relation really exist in the United States? . Journal of Money, Credit and Banking , 28 : 364 – 380 .
  • Stock , J. H. and Watson , M. W. 1988 . Testing for common trends . Journal of American Statistical Association , 83 : 1097 – 1107 .
  • Stock , J. H. and Watson , M. W. 1993 . A simple estimator of cointegrating vectors in higher-order integrated system . Econometrica , 61 : 783 – 880 .

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