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Money and Prices, Money and GDP : New Evidences using Weighted Measures of Money

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  • Philippe de Peretti

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

This paper is an attempt to investigate the role of money in the economy. To avoid the so-called Barnett Critique, monetary assets are aggregated using a superlative index. Granger causality tests are then implemented in the co-integration pre-testing free FM-VAR and RBFM-VAR frameworks. Results emphasize the impact of money on the inflation rate, but show that money has no influence on the activity.

Suggested Citation

  • Philippe de Peretti, 2011. "Money and Prices, Money and GDP : New Evidences using Weighted Measures of Money," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00646825, HAL.
    • Handle: RePEc:hal:cesptp:halshs-00646825
    as

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    Keywords

    Divisia money; FM-VAR; RBFM-VAR;
    All these keywords.

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