Trends and Unit Roots in Greek Real Money Supply, Real GDP and Nominal Interest Rate

Karpetis Ch., Varelas E.
European Research Studies Journal, Volume V, Issue 3-4, 25-44, 2002
EOI: 10.11214/thalassinos.05.02.003

Abstract:

This paper presents the results of a unit root investigation of Greek real money supply, real G.D.P. and nominal interest rate, after following a sequential procedure which takes into consideration the effect of the possibly erroneus presence or absence of the trend and/or intercept on the augmented Dickey – Fuller unit root test procedure.


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