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How justified is abandoning money from monetary policy? : evidence from dynamically simulated ARDL
Adil, Masudul Hasan; Hatekar, Neeraj R. - In: Cogent economics & finance 11 (2023) 1, pp. 1-20
study examines the short- and long-run money demand relationship and its stability in India from 2006:Q3 to 2019:Q4. The … study has employed a dynamically simulated autoregressive distributed lag (ARDL) cointegration approach, which shows a well …
Persistent link: https://www.econbiz.de/10014500858
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The long-run demand for M2 reconsidered
Altermatt, Sophie - 2018
This paper reconsiders the long-run demand for M2 based on a newly constructed dataset featuring 32 countries since the first half of the 19th century. The evidence from cointegration tests suggests that a long-run equilibrium relationship for M2 demand is hardly present. Specifically, only...
Persistent link: https://www.econbiz.de/10011961332
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The long-run demand for M2 reconsidered
Altermatt, Sophie - 2018
This paper reconsiders the long-run demand for M2 based on a newly constructed dataset featuring 32 countries since the first half of the 19th century. The evidence from cointegration tests suggests that a long-run equilibrium relationship for M2 demand is hardly present. Specifically, only...
Persistent link: https://www.econbiz.de/10012112091
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Stability of Money Demand and Monetary Policy in Papua New Guinea (PNG) : An Error Correction Model Analysis
Arjunan, Kannapiran - 2017
includes financial sector reform and a floating exchange rate regime, the stability of the demand for money may have to be re …
Persistent link: https://www.econbiz.de/10012964634
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A reassessment of money demand in Nigeria
Tule, Moses K.; Okpanachi, Usman M.; Ogiji, Patricks; … - In: CBN journal of applied statistics 9 (2018) 1, pp. 47-75
This paper re-examines broad money (M2) demand and its stability in Nigeria using the Autoregressive Distributed Lag … (ARDL) bounds testing procedure. First, the results indicate that a stable long-run relationship exists between M2 and its …
Persistent link: https://www.econbiz.de/10011922692
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The stability of money demand in India in the post reform period : an empirical analysis
Asif, Mohammad; Afreen, Rana - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 3, pp. 364-379
Persistent link: https://www.econbiz.de/10012250223
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Stock Prices and Demand for Money : Evidence from Nigeria
Akinlo, Anthony Enisan - 2017
are left out. Third, economic and financial reforms did affect the stability of demand for money in Nigeria over the …
Persistent link: https://www.econbiz.de/10012948868
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MULTIRANK COINTEGRATION ANALYSIS OF TURKISH M1 MONEY DEMAND (1987Q1-2006Q3)
KORAP, H. LEVENT - In: Istanbul University Econometrics and Statistics e-Journal 6 (2007) 1, pp. 1-28
In our paper, we employ multivariate cointegration analysis to the Turkish M1 narrow money demand. The ex-post estimation results reveal that it is possible to identify a money demand vector in the cointegrating space as a priori hypothesized through economics theory. But some structural break...
Persistent link: https://www.econbiz.de/10005112848
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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 … that estimated by Friedman and Schwartz (1982). The stability of long and short-run money demand within and out of the … estimation period is investigated employing a multivariate framework. To test for the existence and the stability of money demand …
Persistent link: https://www.econbiz.de/10008459623
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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 Bangladesh with annual data for the period 1973 to 2003. The empirical results suggest that real money balances (narrow or broad), real permanent income and the deposit rate of...
Persistent link: https://www.econbiz.de/10005168521