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Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals (AER 2011)
Article data 1 - accessible on journal website  +
Article data type Macro , Time series
Article data used Quarterly data on real and nominal GDP as well as M2 Stock from  + , Federal Reserve Economic Database (FRED)  +
Article edition 1
Article journal [[:Category:AER|AER]]
Article methods and estimation distributed-lag regression , Bayesian estimation , Vector autoregression (VAR) , Dynamic stochastic general equilibrium (DSGE) , Ordinary least squares (OLS)
Article origin of data used USA
Article pages 109-128
Article program code 1 - accessible on journal website  +
Article readme 1 - accessible on journal website  +
Article software used MATLAB
Article year 2011
Articleauthors Thomas J. Sargent + , Paolo Surico +
Articlejel C51 + , E23 + , E31 + , E43 + , E51 + , E52 +
Articlekeywords -  +
DOI [http://dx.doi.org/10.1257/aer.101.1.109 10.1257/aer.101.1.109]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:aea:aecrev:v:101:y:2011:i:1:p:109-28 RePEc:aea:aecrev:v:101:y:2011:i:1:p:109-28]  +
IDEAS/RePEc [http://ideas.repec.org/a/aea/aecrev/v101y2011i1p109-28.html a/aea/aecrev/v101y2011i1p109-28.html]  +
Categories Study lacking replication  + , AER 2011 (1)  +
Modification dateThis property is a special property in this wiki. 16 September 2019 08:53:16  +
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