Stability of Velocity in the Group of Seven Countries : A Kalman Filter Approach /

This paper estimates forecasting models using annual data for the income velocity of money in the G-7 countries. The predictions are conditional upon the realized value of the long-term domestic government bond rate. Such conditional forecasts did not deteriorate over the period 1980-1988 as compare...

詳細記述

書誌詳細
第一著者: Bomhoff, Eduard
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 1990.
シリーズ:IMF Working Papers; Working Paper ; No. 1990/080
オンライン・アクセス:Full text available on IMF