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The effect of regime shifts on the long-run relationships for Swedish money demand

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When the possibility of an unknown structural break is allowed and it is taken into account we find a significant long-run relationship between Swedish money demand and its determinants that is not found when no break is considered. The estimated elasticities show that money demand is more responsive to its determinants in the period after the break than before. Possible underlying reasons for the occurrence of this break and its implications are explained.
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Document Type: Research Article

Affiliations: 1: Jönköping International Business School, PO Box 1026, SE-55111, Jönköping, Sweden 2: Dohuk University, Iraqi Kurdistan and University of Skövde, PO Box 408, SE-54128, Skövde, Sweden

Publication date: 2005-08-20

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