Cointegration, directed graphs and recursive structural model : an application to prices and money, U.S. data 1869-1957 /

Whether money causes movement in the general price icrofilm Inc. level or not might be better understood with a differenced vector autoregressive (VAR) model with error correction terms than with a simple regression analysis. The regression analyses of Bordo and Schwartz (1981) were not sufficient t...

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Bibliographic Details

Main Author:	Lee, Seongpyo, 1957-
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1998.
Subjects:	Major economics.
Online Access:	http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=733038611&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD