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Translog Flexible Functional Forms and Substitutability of Monetary Assets

In: Money And The Economy

Author

Listed:
  • Apostolos Serletis

    (University of Calgary, Canada)

Abstract

The following sections are included:IntroductionThe Theoretical BackgroundDemand System Specification and DataFunctional FormsDataEconometric ResultsThe Functional-Form TestsThe Regularity TestsThe ElasticitiesConclusion

Suggested Citation

  • Apostolos Serletis, 2006. "Translog Flexible Functional Forms and Substitutability of Monetary Assets," World Scientific Book Chapters, in: Money And The Economy, chapter 10, pages 189-205, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812773500_0010
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    Cited by:

    1. Ali Jadidzadeh & Apostolos Serletis, 2019. "The Demand for Assets and Optimal Monetary Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 929-952, June.
    2. Libo Xu & Apostolos Serletis, 2022. "The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 989-1025, June.
    3. Douglas Fisher & Adrian R. Fleissig & Apostolos Serletis, 2006. "An Empirical Comparison of Flexible Demand System Functional Forms," World Scientific Book Chapters, in: Money And The Economy, chapter 13, pages 247-277, World Scientific Publishing Co. Pte. Ltd..
    4. Adrian R. Fleissig & James L. Swofford, 2023. "Habit persistence in assets demand," Southern Economic Journal, John Wiley & Sons, vol. 89(3), pages 975-985, January.
    5. Anderson, Richard G. & Duca, John V. & Fleissig, Adrian R. & Jones, Barry E., 2019. "New monetary services (Divisia) indexes for the post-war U.S," Journal of Financial Stability, Elsevier, vol. 42(C), pages 3-17.

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