Money and output viewed through a rolling window

Article Abstract:

The relations between income, money, prices and interest rates is found to be stable as long as adequate data are used, and that cointegration among variables are considered. Moreover, spaces among cointegration become very difficult to calculate precisely when smaller window of data were used. Furthermore, a rolling window approach based on an increasing samples of data were used in order to investigate the extent to which fluctuations in the money stock expect fluctuations in real output.

Author: Swanson, Norman R.
Economics, Research and Development in the Social Sciences and Humanities, Models, Estimation theory, Income, Money supply

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The source of fluctuations in money: evidence from trade credit

Article Abstract:

A study was conducted to examine the relationship between technology and financial shocks and money fluctuations. The study assumes that both money and trade credits are sources of transactions services. Related movements between the two indicate the natureof shocks given set conditions. Results show that financial shocks generate most of the fluctuations in money for long-term conditions.

Author: Ramey, Valerie A.
Credit

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The real-time predictive content of money for output

Article Abstract:

A study is conducted into the real-time predictive content of money for output. It is found that the significant marginal predictive content of M1t is not recreated in a real-time situation, while M2 is still useful in certain settings.

Author: Amato, Jeffrey, D., Swanson, Norman R.
Research, Observations, Economic forecasting, Real-time data processing, Real time data processing

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Subjects list: Economic aspects, Money
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