The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR

Apostolos Serletis () and Sajjadur Rahman

Open Economies Review, 2009, vol. 20, issue 5, pages 607-630

Keywords: Structural VAR; Multivariate GARCH; Monetary aggregation; C32; E52; E44 (search for similar items in EconPapers)
Date: 2009

Downloads: (external link)
http://hdl.handle.net/10.1007/s11079-008-9101-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:kap:openec:v:20:y:2009:i:5:p:607-630

Access Statistics for this article

Open Economies Review is edited by G.S. Tavlas

More articles in Open Economies Review from Springer
Series data maintained by Christopher F. Baum ().