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The Demand for Money in Transition Economies

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Author Info
Ozturk, Ilhan () (Faculty of Economics and Administrative Sciences, Cag University, 33800, Mersin, Turkey.)
Acaravci, Ali () (Faculty of Economics and Administrative Sciences, Mustafa Kemal University, Antakya-Hatay, Turkey)

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Abstract

This paper examines the long-run determinants of the demand for money in ten transition countries using panel data for the 1994-2005 period. Using panel unit root tests we rejected the the null hypothesis of the nonstationarity and employed the feasible generalized least squares (FGLS) model. Consistent with theoretical postulates, it is found that (a) the demand for money in the long-run positively responds to real GDP and inversely to the inflation and the real effective exchange rate and (b) the long-run income elasticity is about unity.

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File URL: http://www.ipe.ro/rjef/rjef2_08/rjef2_08_2.pdf
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Publisher Info
Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): 5 (2008)
Issue (Month): 2 (June)
Pages: 35-43
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Handle: RePEc:rjr:romjef:v:5:y:2008:i:2:p:35-43

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Related research
Keywords: demand for money; transition economies; panel unit root test; feasible GLS;

Find related papers by JEL classification:
E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data

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This page was last updated on 2009-11-17.


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