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Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)

Author

Listed:
  • Martin Melecký

Abstract

Tato práce se zamìøuje na specifika poptávky po penìzích domácností a analyzuje souèasné charakteristiky této poptávkové funkce vèetnì trendù dalšího vývoje, pøedevším vzhledem k potenciálním problémùm pøi výzkumu poptávky po penìzích na agregátní úrovni. Konkrétnì se daný výzkum soustøeïuje na penìžní agregáty M1 a M2 jako reprezentanty tzv. úzkých a širokých penìz v èeské ekonomice. Samotné empirické analýze však pøedchází prezentace teoretických konceptù spojených s výzkumem poptávky po penìzích v sektoru domácností. Tìmi jsou jmenovitì model pojistné zásoby penìz (buffer-stock model) a Sprenkleùv-Millerùv model opatrnostní poptávky po penìzích malých ekonomických subjektù. Analýza èasových øad v empirické èásti práce využívá kointegraèní techniky Johansenovu a DOLS jako metody odhadu vystavìných modelù poptávky po penìzích domácností pro pøípad ÈR. V závìreèné èásti je aplikována sada testù stability na šetrné verze získaných odhadù s cílem vyšetøit potenciální strukturální zlomy v tìchto odhadech.

Suggested Citation

  • Martin Melecký, 2002. "Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 52(7-8), pages 428-449, July.
    • Handle: RePEc:fau:fauart:v:52:y:2002:i:7-8:p:428-449
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    References listed on IDEAS

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    More about this item

    Keywords

    poptávka po penìzích; domácnosti; kointegrace; mikroekonomické teorie poptávky po penìzích;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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