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How Useful Is an EC-Wide Monetary Aggregate as an Intermediate Target for Europe?

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Author Info
Bayoumi, Tamim A
Kenen, Peter B

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Abstract

This paper looks at whether the aggregate ERM money supply has been a useful predictor of short-term changes in inflation and growth, and of long-term trends in price levels among the core ERM countries. The evidence suggests that over the period since 1987 the ERM money supply performs at least as well, and arguably better, than the individual nominal aggregates in predicting nominal aggregates such as inflation and the price level, while neither money supply is a good predictor of real activity. Copyright 1993 by Blackwell Publishing Ltd.

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Publisher Info
Article provided by Blackwell Publishing in its journal Review of International Economics.

Volume (Year): 1 (1993)
Issue (Month): 3 (October)
Pages: 209-20
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Handle: RePEc:bla:reviec:v:1:y:1993:i:3:p:209-20

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  1. Reimers, Hans-Eggert, 2002. "Analysing Divisia Aggregates for the Euro Area," Discussion Paper Series 1: Economic Studies 2002,13, Deutsche Bundesbank, Research Centre. [Downloadable!]
  2. Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October. [Downloadable!] (restricted)
    Other versions:
  3. Miguel Lebre de Freitas, 2006. "Currency Substitution and Money Demand in Euroland," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(3), pages 275-287, September. [Downloadable!] (restricted)
    Other versions:
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