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Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

circumstances more appropriate than the latter. What is more, they deliver results that are more in line with the economic theory …

Persistent link: https://www.econbiz.de/10008555901

Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - Rheinisch-Westfälisches Institut für … - 2010

circumstances more appropriate than the latter. What is more, they deliver results that are more in line with the economic theory …

Persistent link: https://www.econbiz.de/10008518187

Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 56 (2010) 4, pp. 285-315

more appropriate than the latter. What is more, they deliver results that are more in line with the economic theory. Hence …

Persistent link: https://www.econbiz.de/10010567107

A stable demand for money despite financial crisis: The case of Venezuela.

C. Bjørnland, Hilde - Økonomisk institutt, Universitetet i Oslo - 2003

This paper investigates the demand for broad money in Venezuela, over a period of financial crisis and substantial exchange rate fluctuations. The analysis shows that there exist a long run relationship between real money, real income, inflation, the exchange rate and the domestic interest rate,...

Persistent link: https://www.econbiz.de/10005424106

The demand for broad money in Norway, 1969-1993

Eitrheim, ûyvind - In: Empirical Economics 23 (1998) 3, pp. 339-354

Cointegration analysis is applied to investigate the long run relationships between money, prices, and wages in Norway …

Persistent link: https://www.econbiz.de/10005382373

Money demand stability: Evidence from Spain

Vega, Juan Luis - In: Empirical Economics 23 (1998) 3, pp. 387-400

Using several tests for structural stability in regressions with I(1) variables and for the existence of cointegration …

Persistent link: https://www.econbiz.de/10005382491

An Empirical Test of Money Demand in Thailand from 1993 to 2012

Jiranyakul, Komain; Opiela, Timothy - Volkswirtschaftliche Fakultät, … - 2014

). Our estimation techniques include Johansen cointegration test and the dynamic ordinary least squares (DOLS). We find that … the DOLS procedure is not applicable for our data set. However, our results from Johansen cointegration test reveal that …

Persistent link: https://www.econbiz.de/10011110707

Money Demand in Latvia

Tillers, Ivars - Latvijas Banka - 2004

The econometric analysis of the demand for broad money in Latvia suggests a stable relationship of money demand. The analysis of parameter exogeneity indicates that the equilibrium adjustment is driven solely by the changes in the amount of money. The demand for money in Latvia is characterised...

Persistent link: https://www.econbiz.de/10005012865

SPURIOUS REGRESSION AND COINTEGRATION. NUMERICAL EXAMPLE: ROMANIA’S M2 MONEY DEMAND

Ruxanda, Gheorghe; Botezatu, Andreea - In: Journal for Economic Forecasting 5 (2008) 3, pp. 51-62

problem of spurious regression. When existent, cointegration is the simplest way of eliminating the illogical correlation … established between time series due to the presence of trends. The analysis of macroeconomic time series through cointegration is … a common fact. Modelling the Romanian M2 money demand through cointegration and vector error correction led to somewhat …

Persistent link: https://www.econbiz.de/10005772652

The Money Demand Behaviour in Bangladesh, 1973-2003: An Application of the Cointegration and Error-Correction Methods

Hossain, Akhtar - In: Indian Economic Review 41 (2006) July, pp. 55-80

By applying the methods of cointegration and error-correction, this paper investigates the money demand behaviour in …

Persistent link: https://www.econbiz.de/10005168521