Artigo Revisado por pares

Modelling the Monetary Multiplier and the Controllability of the Divisia Monetary Quantity Aggregates

1984; The MIT Press; Volume: 66; Issue: 2 Linguagem: Inglês

10.2307/1925834

ISSN

1530-9142

Autores

Paul A. Spindt,

Tópico(s)

Economic theories and models

Resumo

Fama, Eugene, and Richard Roll, Some Properties of Symmetric Stable Distributions, Journal of the American Statistical Association 63 (Sept. 1968), 817-838. ______ Parameter Estimates for Symmetric Stable Distributions, Journal of the American Statistical Association 66 (June 1971), 331-338. Friedman, Daniel, and Stoddard Vandersteel, Short-run Fluctuations in Foreign Exchange Rates: Evidence from the Data 1973-79, Journal of International Economics 13 (Aug. 1982), 171-186. Gnedenko, B. V., and A. N. Kolmogorov, Limit Distributions for Sums of Independent Random Variables (Reading, MA: Addison-Wesley, 1968). International Monetary Fund, International Monetary Fund Survev, various issues. Judge, George G., William E. Griffiths, R. Carter Hill, and Tsoung-Chao Lee, Theory and Practice of Econometrics (New York: John Wiley and Sons, 1980). Kendall, Maurice G., and Alan Stuart, Advanced Theory of Statistics, 2nd Edition, Vol. I (London: Charles Griffin and Co., 1963). Kindleberger, C. P., The Benefits of International Money, Journal of International Economics 2 (Sept. 1972), 425-442. Mandelbrot, Benoit, Variation of Certain Speculative Prices, Journal of Business 36 (Oct. 1963), 394-419. McFarland, James W., R. Richardson Pettit, and Sam K. Sung, The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement, Journal of Finance 37 (June 1982), 693-715. Moulton (Westerfield), Janice, An Estimation of Foreign Exchange Risk Under Fixed and Floating Rate Regimes, Journal of International Economics 7 (June 1977), 181-200. Rogalski, Richard J., and Joseph D. Vinso, Empirical Properties of Foreign Exchange Rates, Journal of International Business Studies 9 (Fall 1978), 69-79. Roll, Richard, Behavior of Interest Rates (New York: Basic Books, Inc., 1970). Schmidt, Peter, Econometrics (New York: Marcell Dekker, Inc., 1976).

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