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A Nonlinear Specification of Demand for Cash in Colombia

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  • Luis Eduardo Arango

    (Banco de la República (Colombia))

  • Andrés González

    (Banco de la República (Colombia))

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    File URL: http://www.cemla.org/PDF/moneyaffairs/pub_monaff_xiii-2.pdf
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    Bibliographic Info

    Article provided by Centro de Estudios Monetarios Latinoamericanos in its journal Money Affairs.

    Volume (Year): XIII (2000)
    Issue (Month): 2 (July-December)
    Pages: 207-226

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    Handle: RePEc:cml:moneya:v:xiii:y:2000:i:2:p:207-226

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Milbourne, Ross, 1983. "Optimal Money Holding under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 685-98, October.
    2. H. Lütkepohl & T. Teräsvirta & J. Wolters, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Carr, Jack & Darby, Michael R., 1981. "The role of money supply shocks in the short-run demand for money," Journal of Monetary Economics, Elsevier, vol. 8(2), pages 183-199.
    4. Akerlof, George A, 1973. "The Demand for Money: A General-Equilibirum Inventory-Theoretic Approach," Review of Economic Studies, Wiley Blackwell, vol. 40(1), pages 115-30, January.
    5. Akerlof, George A, 1979. "Irving Fisher on His Head: The Consequences of Constant Threshold-Target Monitoring of Money Holdings," The Quarterly Journal of Economics, MIT Press, vol. 93(2), pages 169-87, May.
    6. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
    7. Jansen, Eilev S. & Teräsvirta, Timo, 1995. "Testing Parameter Constancy and super Exogeneity in Econometric Equations," Working Paper Series in Economics and Finance 53, Stockholm School of Economics.
    8. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
    9. Laidler, D., 1996. "Notes on the Microfoundations of Monetary Economics," UWO Department of Economics Working Papers 9610, University of Western Ontario, Department of Economics.
    10. Andreas Beyer, 1998. "Modelling money demand in Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 57-76.
    11. Krugman, Paul R, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 669-82, August.
    12. Cuthbertson, K, 1986. "Monetary Anticipations and the Demand for Money: Some UK Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 38(3), pages 257-70, September.
    13. Carr, Jack & Darby, Michael R. & Thornton, Daniel L., 1985. "Monetary anticipations and the demand for money: Reply to MacKinnon and Milbourne," Journal of Monetary Economics, Elsevier, vol. 16(2), pages 251-257, September.
    14. Laidler, David, 1984. "The 'Buffer Stock' Notion in Monetary Economics," Economic Journal, Royal Economic Society, vol. 94(376a), pages 17-34, Supplemen.
    15. Sarno, Lucio, 1999. "Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 155-77, April.
    16. Muscatelli, Vito Antonio & Spinelli, Franco, 1996. "Modeling Monetary Trends in Italy Using Historical Data: The Demand for Broad Money 1861-1990," Economic Inquiry, Western Economic Association International, vol. 34(3), pages 579-96, July.
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    Cited by:
    1. Hernández Monsalve, Mauricio A. & Posada Posada, Carlos Esteban, 2006. "La demanda por dinero en Colombia: un poco más de evidencia en el período reciente," PERFIL DE COYUNTURA ECONÓMICA, UNIVERSIDAD DE ANTIOQUIA - CIE.
    2. Mauricio A. Hernández & Munir Jalil Barney & Carlos Esteban Posada, . "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y evidencia internacional (1975-2002)§," Borradores de Economia 402, Banco de la Republica de Colombia.
    3. Mauricio Hernández Monsalve & Munir A. Jalil Barney & Carlos Esteban Posada, 2006. "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y Evidencia Internacional (1975-2002)," BORRADORES DE ECONOMIA 003821, BANCO DE LA REPÚBLICA.

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