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Economics Letters

2 papers tracked 0 forthcoming 2 classics

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Published Classic Economics Letters Published Jan 1978

This 1978 Economics Letters paper by William A. Barnett asks what the correct price of holding a monetary asset actually is -- the "user cost" or equivalent rental price of the liquidity services a …

Divisia Aggregates Money Demand Aggregates

Published Classic Economics Letters Published Jan 2016

VARMA representation of DSGE models

Stephen D. Morris

This 2016 Economics Letters paper by Stephen D. Morris asks how concise the VARMA (vector autoregressive moving-average) representation of a DSGE model can be made, and whether the model's structural …

Dsge Models Structural Var