CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
research
Portfolio substitution and the reliability of M1, M2 and M3 as monetary policy indicators
Authors
Bharat Trehan
John P. Judd
Publication date
Publisher
Abstract
Monetary policy - United States ; Money supply
Similar works
Full text
Open in the Core reader
Download PDF
Available Versions
Research Papers in Economics
See this paper in CORE
Go to the repository landing page
Download from data provider
Last time updated on 06/07/2012
