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Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)

Escribano, Álvaro - In: Macroeconomic dynamics 8 (2004) 1, pp. 76-116

Persistent link: https://www.econbiz.de/10001930635

Some recent international evidence on the demand for money

Ewing, Bradley T.; Payne, James E. - In: Studies in economics and finance 19 (1999) 2, pp. 84-107

Persistent link: https://www.econbiz.de/10001441706

Will the monetary pillar stay? : A few lessons from the UK

Paesani, Paolo (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001749485

The stability of money demand function in five major industrial countries : evidence from cointegration tests

Ghosh, Madhusudan - In: Indian economic review : biannual journal of the Delhi … 35 (2000) 2, pp. 175-192

Persistent link: https://www.econbiz.de/10001589777

Forecasting Broad Money Velocity

Jung, Alexander - 2020

This paper applies traditional approaches and mixed-data sampling (MIDAS) to explain and forecast velocity of broad money in the euro area and the United States. Our results show that despite financial innovations, over the last two decades broad money velocity followed a declining trend with...

Persistent link: https://www.econbiz.de/10012827864

Fractional Cointegration and Aggregate Money Demand Functions

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2006

for testing the null hypothesis of no cointegration against alternatives that are fractionally cointegrated. Fractional … cointegration would imply that, although there exists a long-run relationship, the equilibrium errors exhibit slow reversion to zero …. It is found that the null hypothesis of no cointegration cannot be rejected for Japan. In contrast, there is some …

Persistent link: https://www.econbiz.de/10014060946