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The stability of money demand function: evidence from South Africa

Omar, Farhan Abdi; Hussein, Abdishakur Mohamed - In: International journal of economics and financial issues … 10 (2020) 5, pp. 16-22

Persistent link: https://www.econbiz.de/10012305424

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 determinants including GDP, stock prices, foreign...

Persistent link: https://www.econbiz.de/10011922692

A microfounded model of money demand under uncertainty, and some empirical evidence

Größl, Ingrid; Tarassow, Artur - 2018

In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account where linearization procedures in our...

Persistent link: https://www.econbiz.de/10011790638

Expected money growth, Markov trends and the instability of money demand in the euro area

Kaufmann, Sylvia; Kugler, Peter - 2007 - This version: December 2007

with a switching intercept term. Of course, this likely leads to a rejection of cointegration by standard tests and to the …

Persistent link: https://www.econbiz.de/10011570250

Asymmetric effects of exchange rate changes on the demand for money in China

Bahmani-Oskooee, Mohsen; Xi, Dan; Bahmani, Sahar - In: Applied economics letters 23 (2016) 13/15, pp. 1104-1109

Persistent link: https://www.econbiz.de/10011629651

The long-run demand for M2 reconsidered

Altermatt, Sophie - 2018

first half of the 19th century. The evidence from cointegration tests suggests that a long-run equilibrium relationship for …) cointegration tests produce strong evidence in favor of a stable long-run money demand. Evidence for Israel and Lebanon is weaker … demand or it is mixed across money demand specifications and/or type of cointegration test. …

Persistent link: https://www.econbiz.de/10011961332

Modelling money demand : further evidence from an international comparison

Jawadi, Fredj; Sousa, Ricardo M. - In: Applied economics letters 20 (2013) 10/12, pp. 1052-1055

Persistent link: https://www.econbiz.de/10010195935

Empirical evidence on the long-run money demand function in the Gulf Cooperation Council Countries

Hamdi, Helmi; Said, Ali; Sbia, Rashid - In: International journal of economics and financial issues … 5 (2015) 2, pp. 603-612

Persistent link: https://www.econbiz.de/10011453679

Money demand in Europe : evidence from the past

Hahn, Elke; Müller, Christian - 2000

-variate time series modelling using aggregated data of all eleven European Monetary Union member states. A cointegration analysis …

Persistent link: https://www.econbiz.de/10011432808

Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand

Lieb, Lenard; Candelon, Bertrand - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 355-376

Persistent link: https://www.econbiz.de/10011339429