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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …
Persistent link: https://www.econbiz.de/10003939738
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand … Einzelgleichungsschätzverfahren wie dem ARDL Ansatz sowie FM-OLS, CCR und DOLS mit der üblichen kointegrierten Johansen VAR Prozedur verglichen. …
Persistent link: https://www.econbiz.de/10003941679
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A microfounded model of money demand under uncertainty, and its empirical validation using cointegration and rolling-window dynamic multiplier analysis
Größl, Ingrid; Tarassow, Artur - 2015
In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account leads to ambiguous effects w.r.t. to the...
Persistent link: https://www.econbiz.de/10010520781
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Turkiye Icin Para Bazi Ve Parasal Denetim Model Denemesi (Monetary Base Analysis and Control Model)
Gursel, Haluk Ferden - 2019
Turkish Abstract: Bu metin, bugün dahi gecerli olan ve zaman içerisinde daha da gelistirilmis bulunan, örneğin halen Uluslararası Para Fonu (IMF) tarafından kullanılan, para bazı analizi ve parasal kontrol modeli üzerine yapilmis ilk araştırmalardandır.Çalısmada para bazı...
Persistent link: https://www.econbiz.de/10012891834
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A Monetary Base Analysis and Control Model
Gursel, Haluk Ferden - 2019
This report is one of the first studies discussing monetary base analysis and control model, a concept even today is alive and more developed by, for example, by IMF to use its analysis. The study presents monetary base approach to control of money flows and the links between monetary base,...
Persistent link: https://www.econbiz.de/10012892419
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Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
Belke, Ansgar Hubertus - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10013144626
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Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10010208785
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - In: Applied economics quarterly 56 (2010) 4, pp. 285-315
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand … Einzelgleichungsschätzverfahren wie dem ARDL Ansatz sowie FM-OLS, CCR und DOLS mit der üblichen kointegrierten Johansen VAR Prozedur verglichen. …
Persistent link: https://www.econbiz.de/10009316570
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A microfounded model of money demand under uncertainty, and some empirical evidence
Größl, Ingrid; Tarassow, Artur - 2018
In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account where linearization procedures in our...
Persistent link: https://www.econbiz.de/10011790638
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A stable model for Euro Area money demand : revisiting the role of wealth
Beyer, Andreas - 2009
In this paper we present an empirically stable money demand model for Euro area M3. We show that housing wealth is an important explanatory variable of long-run money demand that captures the trending behaviour of M3 velocity, in particular its shift in the first half of this decade. We show...
Persistent link: https://www.econbiz.de/10003963820