Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis

K. Leong; Michael Mcaleer; A. Maki

Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis

K. Leong, Michael Mcaleer, A. Maki

Graduate Research School

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	International Congress on Modelling and Simulation Proceedings
Editors	A.D. McDonald, M. McAleer
Place of Publication	Perth
Publisher	Modelling and Simulation Society of Australia
Pages	1277-1284
Volume	3
Edition	University of Tasmania, Hobart
ISBN (Print)	0 86422 827 9
Publication status	Published - 1997
Event	Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis - University of Tasmania, Hobart Duration: 1 Jan 1997 → …

Conference

Conference	Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis
Period	1/01/97 → …

Cite this

@inproceedings{2e89e6f4d61e48459e7fcfd369402407,

title = "Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis",

author = "K. Leong and Michael Mcaleer and A. Maki",

year = "1997",

language = "English",

isbn = "0 86422 827 9",

volume = "3",

pages = "1277--1284",

editor = "A.D. McDonald and M. McAleer",

booktitle = "International Congress on Modelling and Simulation Proceedings",

publisher = "Modelling and Simulation Society of Australia",

edition = "University of Tasmania, Hobart",

note = "Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis ; Conference date: 01-01-1997",

}

Leong, K, Mcaleer, M & Maki, A 1997, Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis. in AD McDonald & M McAleer (eds), International Congress on Modelling and Simulation Proceedings. University of Tasmania, Hobart edn, vol. 3, Modelling and Simulation Society of Australia, Perth, pp. 1277-1284, Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis, 1/01/97.

Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis. / Leong, K.; Mcaleer, Michael; Maki, A.
International Congress on Modelling and Simulation Proceedings. ed. / A.D. McDonald; M. McAleer. Vol. 3 University of Tasmania, Hobart. ed. Perth: Modelling and Simulation Society of Australia, 1997. p. 1277-1284.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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T1 - Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis

AU - Leong, K.

AU - Mcaleer, Michael

AU - Maki, A.

PY - 1997

Y1 - 1997

M3 - Conference paper

SN - 0 86422 827 9

VL - 3

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EP - 1284

BT - International Congress on Modelling and Simulation Proceedings

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A2 - McAleer, M.

PB - Modelling and Simulation Society of Australia

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T2 - Testing the Neutrality of Money in Japan Using ARIMA Models and Cointegration Analysis

Y2 - 1 January 1997

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