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Money Demand in Hungary and Poland

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Author Info
Buch, Claudia M

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Abstract

This paper analyses the determinants and the stability of money demand functions in Hungary and Poland, using an error-correction framework. The null of stable cointegration relationships cannot be rejected in some specifications. The results suggest that long-run parameters are in line with economic theory. While judging the appropriateness of different strategies of monetary policy on the basis of these findings alone would be premature, the paper suggests that money demand functions can serve as a useful reference for monetary authorities. Copyright 2001 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): 33 (2001)
Issue (Month): 8 (June)
Pages: 989-999
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Handle: RePEc:taf:applec:v:33:y:2001:i:8:p:989-999

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  1. Balázs Égert, 2007. "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers 138, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
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  2. Ferda HALICIOGLU & Mehmet UGUR, 2005. "On Stability of the Demand for Money in a Developing OECD," Macroeconomics 0508001, EconWPA. [Downloadable!]
  3. Michaël GOUJON & Sylviane GUILLAUMONT JEANNENEY & Christopher ADAM, 2002. "Currency substitution and the transactions demand for money in Vietnam," Working Papers 200228, CERDI. [Downloadable!]
  4. Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2006. "Long-run money demand in the new EU Member States with exchange rate effects," Working Paper Series 628, European Central Bank. [Downloadable!]
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  5. James E. Payne, 2003. "Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach," Applied Economics, Taylor and Francis Journals, vol. 35(16), pages 1723-1727, November. [Downloadable!] (restricted)
  6. Fidrmuc, Jarko, 2006. "Money Demand and Disinflation in Selected CEECs during the Accession to the EU," Discussion Papers in Economics 1232, University of Munich, Department of Economics. [Downloadable!]
  7. Christopher Adam & Michael Goujon & Sylviane Guillaumont Jeanneney, 2004. "The transactions demand for money in the presence of currency substitution: evidence from Vietnam," Applied Economics, Taylor and Francis Journals, vol. 36(13), pages 1461-1470, July. [Downloadable!] (restricted)
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  8. Boriss Siliverstovs, 2007. "Money Demand in Estonia," Discussion Papers of DIW Berlin 675, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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