Title of article
Long-run and short-run co-movement in UK consumption and income
Author/Authors
Cook، Steven نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-10
From page
11
To page
0
Abstract
This paper employs quarterly data from the whole of Germany to test the stability of M3 demand for money. The methodology is based on an application of the CUSUM and CUSUMSQ in the context of error-correction modeling and cointegration. The results reveal some instability in M3 money demand function.
Keywords
Common cycles , Common features , cointegration , Lagrange multiplier (LM) tests , Consumers expenditure
Journal title
Economics Letters
Serial Year
2000
Journal title
Economics Letters
Record number
21830
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