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Cointegration
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47
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16
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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Panoeconomicus
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Economics letters
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International journal of finance & economics : IJFE
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Modern economy
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CBN journal of applied statistics
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Journal of international financial markets, institutions & money
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Tourism economics : the business and finance of tourism and recreation
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International journal of economic perspectives : IJEP
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Applied econometrics and international development
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The journal of developing areas
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The Indian journal of economics
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ECONIS (ZBW)
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EconStor
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1
An Empirical Analysis of the Money Demand Function in Asean-5
Yu, Han
-
2013
, interest rates and
inflation
rate in ASEAN-5, namely Indonesia, Malaysia, Philippine, Singapore and Thailand. Using sample …-run relationships between M2 and real income, lending rates, interest rates and
inflation
rate for ASEAN-5 …
Persistent link: https://www.econbiz.de/10013073416
Saved in:
2
Modeling Money (M2) Demand in Egypt - A Vector Equilibrium Correction Model
Rostom, Ahmed Mohamed
-
2011
This paper empirically investigates the relationship between real money demand, real income, interest rates and real consumption. The paper provide a mixed strategy for estimating the money demand function that incorporates shifting from a system of equations vector auto regression (VAR)...
Persistent link: https://www.econbiz.de/10013117218
Saved in:
3
Cointegration Analysis of Money Demand During the Period 1987(I)-1999(Iv) in Turkey
Kutlar, Aziz
-
2002
related with money policy of Turkey were realised, and 1999(IV) when drastic measures were taken to cope with
inflation
… treasury bond interest return and
inflation
were analysed. We applied cointegration test for cointegration analysis and a …
Persistent link: https://www.econbiz.de/10014123728
Saved in:
4
Money and
Inflation
in the euro area during the financial crisis
Dreger, Christian
;
Wolters, Jürgen
-
2011
This paper explores the stability of the relation between money demand for M3 and
inflation
in the euro area by … including the recent period of the financial crisis. Evidence is based on a cointegration analysis, where
inflation
and asset …
inflation
are identified. The results indicate that the equilibrium evolution of M3 is still in line with money demand. In the …
Persistent link: https://www.econbiz.de/10009427840
Saved in:
5
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
into account leads to ambiguous effects w.r.t. to the impact of capital as well as
inflation
risk, thus contradicting …. The results reveal that U.S. households increase their demand for money in response to positive changes in
inflation
and …
Persistent link: https://www.econbiz.de/10010520781
Saved in:
6
Money and
inflation
in the euro area during the financial crisis
Dreger, Christian
;
Wolters, Jürgen
-
2011
This paper explores the stability of the relation between money demand for M3 and
inflation
in the euro area by … including the recent period of the financial crisis. Evidence is based on a cointegration analysis, where
inflation
and asset …
inflation
are identified. The results indicate that the equilibrium evolution of M3 is still in line with money demand. In the …
Persistent link: https://www.econbiz.de/10009130684
Saved in:
7
A microfounded model of money demand under uncertainty, and some empirical evidence
Größl, Ingrid
;
Tarassow, Artur
-
2018
ambiguous effects w.r.t. to the impact of capital market risk as well as
inflation
risk, which is due to the interplay of … response to positive changes in
inflation
risk and capital market risk, respectively, with both effects lasting permanently. …
Persistent link: https://www.econbiz.de/10011790638
Saved in:
8
The role of fiscal policy in Britain's great
inflation
Fan, Jingwen
;
Minford, Patrick
;
Ou, Zhirong
-
2014
We investigate whether the Fiscal Theory of the Price Level (FTPL) can explain UK
inflation
in the 1970s. We confront …
Persistent link: https://www.econbiz.de/10010413736
Saved in:
9
Financial development and dollarization in Ghana : an empirical investigation
Tweneboah, George
;
Gatsi, John Garchie
;
Asamoah, …
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-21
,
inflation
, interest rate differential, real output, and financial development. The analysis points to the important roles of …
Persistent link: https://www.econbiz.de/10014232353
Saved in:
10
The long run stability of money demand in the proposed West African Monetary Union
Asongu, Simplice
;
Folarin, Oludele E.
;
Biekpe, Nicholas
-
2018
This study examines the stability of money demand in the proposed West African Monetary Union (WAMU). The study uses annual data for the period 1981 to 2015 from thirteen of the fifteen countries making-up the Economic Community of West African States (ECOWAS). A standard money demand function...
Persistent link: https://www.econbiz.de/10011998536
Saved in:
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