MODELLING DEMAND FOR BROAD MONEY IN AUSTRALIA*

Estimating And Forecasting Demand For Broad Money In Iran Through Cointegration Analysis And Stochastic Simulation

estimating and forecasting demand for broad money in iran through cointegration analysis and stochastic simulation

Modelling the demand for money in New Zealand

The paper reports on the results of estimating both the longand short-run demand for money function in New Zealand, 1990–2000 using quarterly data and cointegrationand error-correction-based models. It is found that price, real income and interest rate variables are integrated of order 1 or I(1). Using Phillips and Hansen [Rev. Econ. Stud. 57 (1990) 99] fully modified estimation methods, we est...

Estimation Of The Demand For Money In Iran

Money demand in Euroland

This paper explores the determinants of alternative monetary aggregates in Euroland. A sample consisting of quarterly data covering the 1980:1–1998:4 period is considered. We are interested whether a conventionally defined money demand equation is stable in some aggregates as opposed to others. Both long-run and short-run relationships are considered in this paper. Overall, the results indicate...