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The Effect of Regime Shifts on the Long-Run Relationships for Swedish Money Demand
Jönköping University, Jönköping International Business School, JIBS, Economics.
2005 (English)In: Applied Economics, ISSN 0003-6846, Vol. 37, no 15, 1731-1736 p.Article in journal (Refereed) Published
Abstract [en]

When the possibility of an unknown structural break is allowed and it is taken into account we find a significant long-run relationship between Swedish money demand and its determinants that is not found when no break is considered. The estimated elasticities show that money demand is more responsive to its determinants in the period after the break than before. Possible underlying reasons for the occurrence of this break and its implications are explained.

Place, publisher, year, edition, pages
2005. Vol. 37, no 15, 1731-1736 p.
Keyword [en]
Money demand, Structural break, Cointegration, Sweden
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-2594DOI: doi:10.1080/00036840500215444OAI: oai:DiVA.org:hj-2594DiVA: diva2:33414
Available from: 2007-06-15 Created: 2007-06-15Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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