出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：Causal relationships between money, the monetary base and consumer prices in Italy in the 80's are analysed in the frequency domain following mainly the methodology developed in Geweke (1982). A frequency domain analysis enables us, not only to detect causal relationships otherwise absent in a time domain analysis, but also to single out che components most responsable for such relationships. Thus we find that the causal relationships between money on the one side and consumer prices and the monetary base on the other are largely due to the long term fluctuations in the series.
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