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Modelling Demand for Money in Latvia (in Russian)

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Author Info

  • Boriss Siliverstovs

    (DIW Berlin, Germany)

Abstract

This study develops an error correction model for money demand in Latvia. The core of the model is a single cointegrating vector containing information about the long-run equilibrium between the real money balances, gross domestic product, and long-term interest rate. The model exhibits coefficient stability and has an ability to accurately predict the money balances during the last three years.

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File URL: http://quantile.ru/01/01-BS.pdf
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Bibliographic Info

Article provided by Quantile in its journal Quantile.

Volume (Year): (2006)
Issue (Month): 1 (September)
Pages: 67-79

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Handle: RePEc:qnt:quantl:y:2006:i:1:p:67-79

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Web page: http://quantile.ru/

Related research

Keywords: money demand; new EU member states; Latvia;

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