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Gillman, Max; Otto, Glenn - HWWA Institut für Wirtschaftsforschung - 2003

. We find cointegration empirical support for the model, with robustness checks and a comparison to a standard …

Persistent link: https://www.econbiz.de/10005513595

Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan

Sideris, Dimitrios - Bank of Greece - 2004

The present paper tests for the validity of long-run purchasing power parity (PPP) for the three key currencies of the recent floating exchange rate period, the US dollar, the German mark and the Japanese yen. The novelty of the paper is that the validity of the PPP conditions relating the...

Persistent link: https://www.econbiz.de/10005523522

A monthly monetary model with banking intermediation for the euro area

Bruggeman, Annick; Donnay, Marie - European Central Bank - 2003

JEL Classification: C32, E41, E43, E50, G21

Persistent link: https://www.econbiz.de/10005530973

An empirical analysis of the money demand function in India

Inoue, Takeshi; Hamori, Shigeyuki - Institute of Developing Economies, Japan External Trade … - 2008

and the period of 1976 to 2007 using annual data. Cointegration test results indicated that when money supply is …

Persistent link: https://www.econbiz.de/10005534151

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

Estimates of Money Demand Functions for Estonia

Reimers, Hans-Eggert; Roht, Kairi - In: Transition Studies Review 14 (2007) 3, pp. 425-439

Persistent link: https://www.econbiz.de/10005382128

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

On stability of the demand for money in a developing OECD country: the case of Turkey

Halicioglu, Ferda; Ugur, Mehmet - In: Global Business and Economics Review 7 (2005) 2/3, pp. 203-213

Turkish M1 by employing a recent single cointegration procedure proposed by Pesaran et al. (2001) along with the CUSUM and …

Persistent link: https://www.econbiz.de/10011130097

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