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The effect of regime shifts on the long-run relationships for Swedish money demand
Jönköping International Business School, PO Box 1026, SE-551 11 Jönköping, Sweden.
University of Skövde, School of Technology and Society.
2005 (English)In: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, 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
Routledge, 2005. Vol. 37, no 15, 1731-1736 p.
National Category
Social Sciences
Research subject
Humanities and Social sciences
Identifiers
URN: urn:nbn:se:his:diva-1683DOI: 10.1080/00036840500215444ISI: 000231812400004Scopus ID: 2-s2.0-24344434617OAI: oai:DiVA.org:his-1683DiVA: diva2:31959
Available from: 2007-08-08 Created: 2007-08-08 Last updated: 2013-04-09Bibliographically approved

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Hatemi-J., Abdulnasser
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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More styles
Language
  • de-DE
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  • en-US
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  • nn-NO
  • nn-NB
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  • Other locale
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Output format
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  • asciidoc
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