search query: @author Bohara, A. K. / total: 3
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| Author: | Bohara, A. K. Sauer, Ch. |
| Title: | A VARMA analysis of German money and income data: fixed versus flexible exchange rates |
| Journal: | Weltwirtschaftliches Archiv
1990 : VOL. 126:3, p. 456-473 |
| Index terms: | TIME SERIES NATIONAL INCOME MONEY SUPPLY FEDERAL REPUBLIC OF GERMANY |
| Language: | eng |
| Abstract: | A VARMA analysis of the interrelationship of real income, real volume of money and real interest rate on West-German data. Separate fixed and flexible exchange rate models are set up. Granger causality test demonstrates that real volume of money and real interest rate have an impact on GDP under flexible but not under fixed exchange rate. The results corroborate theoretical standpoints but differ from previous, cruder empirical investigations. |
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