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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
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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 (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
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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
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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
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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
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Estimating Demand for Money within the European Union Area
Hondroyiannis, George - In: Economia Internazionale / International Economics 53 (2000) 3, pp. 321-337
This paper investigates the issues of stability, predictability and interestsensitivity of both the long and short run demand for money within the European Union employing quarterly data over the period 1980-1998. The model is closely based on that estimated by Friedman and Schwartz (1982). The...
Persistent link: https://www.econbiz.de/10008459623
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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
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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
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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
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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