The empirical properties of a monetary aggregates that adds bond and stock funds to M2
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Finance and Economics Discussion Series with number 93-42.
Date of creation: 1993
Date of revision:
Other versions of this item:
- Athanasios Orphanides & Brian Reid & David H. Small, 1994. "The empirical properties of a monetary aggregate that adds bond and stock funds to M2," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 31-51.
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- Yash P. Mehra, 1997. "A review of the recent behavior of M2 demand," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-44.
- Gauger, Jean, 1998. "Economic Impacts on the Money Supply Process," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 553-577, July.
- John V. Duca, 1994. "Would the addition of bond or equity funds make M2 a better indicator of nominal GDP?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 1-14.
- Feldstein, Martin & Stock, James H., 1996.
"Measuring money growth when financial markets are changing,"
Journal of Monetary Economics,
Elsevier, vol. 37(1), pages 3-27, February.
- James H. Stock & Martin Feldstein, 1994. "Measuring Money Growth When Financial Markets Are Changing," NBER Working Papers 4888, National Bureau of Economic Research, Inc.
- Athanasios Orphanides, 1996. "Compensation incentives and risk taking behavior: evidence from mutual funds," Finance and Economics Discussion Series 96-21, Board of Governors of the Federal Reserve System (U.S.).
- David Cook & Woon Gyu Choi, 2007. "Financial Market Risk and U.S. Money Demand," IMF Working Papers 07/89, International Monetary Fund.
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