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Money Demand in the Dominican Republic

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Author Info
Carruth, Alan
Sanchez-Fung, Jose Roberto

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Abstract

This paper investigates a demand for money relationship for the Dominican Republic. The financial system of the Dominican Republic is underdeveloped, and there are no suitable domestic data on the opportunity cost of holding money. Economic links with the USA suggest a possible role for a foreign interest rate effect and a currency substitution effect in the demand for domestic money. A long-run demand for money relationship is developed from the perspective of alternative estimation methodologies, and it is shown that a "literature standard" specification augmented by foreign monetary variables is robust. The ensuing short-run dynamic model is adequate, stable and suggests an important role for expected inflation, and a real bilateral exchange rate with the USA. A number of policy implications for the Dominican Republic are drawn from the results. Copyright 2000 by Taylor and Francis Group

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 32 (2000)
Issue (Month): 11 (September)
Pages: 1439-49
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Handle: RePEc:taf:applec:v:32:y:2000:i:11:p:1439-49

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  1. Kevin S. Nell, 1999. "The Stability of Money Demand in South Africa, 1965-1997," Studies in Economics 9905, Department of Economics, University of Kent. [Downloadable!]
  2. José R Sánchez-Fung, 2000. "Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy," Studies in Economics 0015, Department of Economics, University of Kent. [Downloadable!]
  3. Olumuyiwa Adedeji & Oral Williams, 2004. "Inflation Dynamics in the Dominican Republic," IMF Working Papers 04/29, International Monetary Fund. [Downloadable!]
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