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Browsing by Author "PSARADAKIS, Zacharias"
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Title:Markov Switching Causality and the Money-Output Relationship
Author(s):RAVN, Morten O.; PSARADAKIS, Zacharias; SOLA, MartinDate:2005Type of Publication:ArticleAbstract:The causal link between monetary variables and output is one of the most studied issues in macroeconomics. One puzzle from this literature is that the results of causality tests appear to be sensitive with respect to the ...