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Velocity and the Variability of Money Growth: Evidence from Granger-Causality Tests: A Note

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Cited by:

  1. Mohsen Bahmani-Oskooee & Majid Maki Nayeri, 2018. "Policy Uncertainty and the Demand for Money in Korea: An Asymmetry Analysis," International Economic Journal, Taylor & Francis Journals, vol. 32(2), pages 219-234, April.
  2. Mohsen Bahmani-Oskooee & Dan Xi, 2014. "Economic Uncertainty, Monetary Uncertainty, and the Demand for Money: Evidence From Asian Countries," Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 16-28, June.
  3. Azali Mohamed, 1996. "Velocity and the variability of anticipated and unanticipated money growth in Malaysia," Applied Economics Letters, Taylor & Francis Journals, vol. 3(11), pages 697-700.
  4. Oluwole Owoye, 1997. "Income velocity and the variability of money growth: evidence from less developed countries," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 485-496.
  5. Cronin, David & Kennedy, Bernard, 2007. "Does Uncertainty Impact Money Growth? A Multivariate GARCH Analysis," Research Technical Papers 6/RT/07, Central Bank of Ireland.
  6. Imke Brüggemann & Dieter Nautz, 1997. "Money growth volatility and the demand for money in Germany: Friedman’s volatility hypothesis revisited," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(3), pages 523-537, September.
  7. Christian Bordes, 1991. "Variations de la vitesse et volatilité de la croissance monétaire : le cas français," Revue Économique, Programme National Persée, vol. 42(4), pages 733-744.
  8. Augustine C. Arize, 1993. "Determinants of Income Velocity in the United Kingdom: Multivariate Granger Causality," The American Economist, Sage Publications, vol. 37(2), pages 40-45, October.
  9. Pei-Tha Gan, 2014. "The Optimal Economic Uncertainty Index: A Grid Search Application," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 159-182, February.
  10. Mahmood Yousefi & Sohrab Abizadeh & Ken McCormick, 1997. "Monetary stability and interest-free banking: the case of Iran," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 869-876.
  11. Alikhanov, Murat & Taylor, Leon, 2013. "An algorithm for estimating the volatility of the velocity of money," MPRA Paper 49313, University Library of Munich, Germany.
  12. Robert F. Stauffer, 1996. "M1 Velocity and Interest Rate Variability: A Comment," The American Economist, Sage Publications, vol. 40(2), pages 95-96, October.
  13. William L. Seyfried & Bradley T. Ewing, 2001. "Inflation Uncertainty and Unemployment: Some International Evidence," The American Economist, Sage Publications, vol. 45(2), pages 33-39, October.
  14. Christian Bordes & Samuel Maveyraud, 2008. "The Friedman's and Mishkin's Hypotheses (Re)Considered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308571, HAL.
  15. Karl Pinno & Apostolos Serletis, 2016. "Money, Velocity, and the Stock Market," Open Economies Review, Springer, vol. 27(4), pages 671-695, September.
  16. Yash P. Mehra, 1989. "Some further results on the source of shift in M1 demand in the 1980s," Economic Review, Federal Reserve Bank of Richmond, vol. 75(Sep), pages 3-13.
  17. William A. Barnett & Haiyang Xu, 1998. "Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation," Macroeconomics 9803004, University Library of Munich, Germany.
  18. Ali F. Darrat & Mahmoud Haj, 2001. "Further Evidence on the Link Between Finance and Cyclical Fluctuations," Working Papers 0139, Economic Research Forum, revised 12 2001.
  19. Yosuke Takeda & Atsuko Ueda, 2006. "Uncovering the Goodhart's Law: Theory and Evidence," 2006 Meeting Papers 162, Society for Economic Dynamics.
  20. Dennis McCornac, 1994. "Velocity and money growth variability: evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 1(9), pages 145-147.
  21. William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," Econometrics 9602003, University Library of Munich, Germany.
  22. Assad L. Baunto & Christian Bordes & Samuel Maveyraud-Tricoire & Philippe Rous, 2011. "Money growth and velocity with structural breaks: Evidence from the Philippines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00785395, HAL.
  23. Abdul Karim, Zulkefly & Jusoh, Mansor & Khalid, Norlin, 2008. "Halaju wang di Malaysia : bukti empirik [The velocity of money in Malaysia : empirical evidence]," MPRA Paper 26966, University Library of Munich, Germany, revised 19 Jun 2008.
  24. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(2), pages 1-13, September.
  25. Ono, Sadayuki, 2019. "Term structure dynamics in a monetary economy with learning," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 730-745.
  26. Butkiewicz, James L. & McConnell, Margaret Mary, 1995. "The stability of the demand for money and M1 velocity: Evidence from the sectoral data," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(3), pages 233-243.
  27. Mohsen Bahmani-Oskooee & Sahar Bahmani, 2014. "Monetary Uncertainty and Demand for Money in Korea," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(3), pages 317-324, March.
  28. James E. Payne, 1995. "Velocity and the Variability of Yields on Financial and other Assets," The American Economist, Sage Publications, vol. 39(1), pages 89-94, March.
  29. Fisher, Douglas & Serletis, Apostolos, 1988. "Monetary Velocity In The United States: Money Growth And Variability Tests On Quarterly And Monthly Data 1970 - 1985," Department of Economics and Business - Archive 259445, North Carolina State University, Department of Economics.
  30. David Cronin & Robert Kelly & Bernard Kennedy, 2011. "Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(2), pages 155-167, May.
  31. Gerald Lynch & Bradley Ewing, 1995. "Velocity and the variability of anticipated and unanticipated money growth: a cross-country comparison," Applied Economics Letters, Taylor & Francis Journals, vol. 2(11), pages 444-448.
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