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The Endogeneity of Money: Evidence from the G7

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Author Info
Howells, Peter
Hussein, Khaled

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Abstract

Economists have frequently argued that the money supply is endogenously determined. However, monetary regimes differ in important institutional respects and it may be that endogeneity may be true for some regimes and not for others. This paper tests for endogeneity of money supply in the G7 countries by using recently developed techniques to test for loan-deposit causality. The authors' findings suggest that broad money is generally endogenous. However, there is often evidence of two-way causality which suggests to them that the ability of loan demand to create deposits is not unconstrained by the demand for those deposits, as is sometimes suggested. Copyright 1998 by Scottish Economic Society.

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Publisher Info
Article provided by Scottish Economic Society in its journal Scottish Journal of Political Economy.

Volume (Year): 45 (1998)
Issue (Month): 3 (August)
Pages: 329-40
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Handle: RePEc:bla:scotjp:v:45:y:1998:i:3:p:329-40

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  1. Jha, Raghbendra & Prasad Rath, Deba, 2001. "On the Endogeneity of the Money Multiplier in India," Departmental Working Papers 2001-01, Australian National University, Economics RSPAS. [Downloadable!]
    Other versions:
  2. Kevin S. Nell, 1999. "The Endogenous/Exogenous Nature of South Africa's Money Supply Under Direct and Indirect Monetary Control Measures," Studies in Economics 9912, Department of Economics, University of Kent. [Downloadable!]
  3. Kevin S. Nell, 1999. "The Relation Between Money, Income and Prices in South Africa," Studies in Economics 9909, Department of Economics, University of Kent. [Downloadable!]
  4. Peter Howells, 2005. "The Endogeneity of Money: Empirical Evidence," Discussion Papers 0513, University of the West of England, Department of Economics. [Downloadable!]
  5. Boermans, Martijn Adriaan & Moore, Basil J, 2008. "Locked-in and Sticky Textbooks: Mainstream Teaching of the Money Supply Process," MPRA Paper 14845, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
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