The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bahmani-Oskooee, Mohsen, 1996. "The black market exchange rate and demand for money in Iran," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 171-176.
- Daniel L. Thornton, 1983. "Why does velocity matter?," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 5-13.
- Domowitz, Ian & Elbadawi, Ibrahim, 1987. "An error-correction approach to money demand : The case of Sudan," Journal of Development Economics, Elsevier, vol. 26(2), pages 257-275, August.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots,"
NBER Chapters,in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220
National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
- Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
- Fair, Ray C, 1987.
"International Evidence on the Demand for Money,"
The Review of Economics and Statistics,
MIT Press, vol. 69(3), pages 473-480, August.
- Ray C. Fair, 1986. "International Evidence on the Demand for Money," NBER Working Papers 2106, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1986. "International Evidence on the Demand for Money," Cowles Foundation Discussion Papers 813, Cowles Foundation for Research in Economics, Yale University.
- Johansen, Soren, 1992.
"Determination of Cointegration Rank in the Presence of a Linear Trend,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 54(3), pages 383-397, August.
- Johansen, S., 1991. "Determination of Cointegration Rank in the Presence of a Linear Trend," Papers 76a, Helsinki - Department of Economics.
- Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125.
- Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Econometric Society, vol. 49(3), pages 781-793, May.
- Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
- Peter C. B. Phillips & Mico Loretan, 1991. "Estimating Long-run Economic Equilibria," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 407-436.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Warner, Dennis & Kreinin, Mordechai E, 1983. "Determinants of International Trade Flows," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 96-104, February.
- Haug, Alfred A & Lucas, Robert F, 1996.
"Long-Run Money Demand in Canada: In Search of Stability,"
The Review of Economics and Statistics,
MIT Press, vol. 78(2), pages 345-348, May.
- Lucas, R.F. & Haug, A.A., 1992. "Long-Run Money Demand in Canada: In Search of Stability," Papers 92-4, Saskatchewan - Department of Economics.
- P. J. Lloyd, 1984. "Summary," Economic Papers, The Economic Society of Australia, vol. 3(3), pages 32-37, September.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
- Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115.
- Hausman, Jerry & Pesaran, Hashem, 1983. "The J-test as a Hausman specification test," Economics Letters, Elsevier, vol. 12(3-4), pages 277-281.
- McKinnon, Ronald I., 1985. "U.S monetary policy and the dollar exchange rate," Proceedings, Federal Reserve Bank of San Francisco, issue 7, pages 161-214.
- Warner, Andrew M, 1994.
"Does World Investment Demand Determine U.S. Exports?,"
American Economic Review,
American Economic Association, vol. 84(5), pages 1409-1422, December.
- Andrew M. Warner, 1992. "Does world investment demand determine U.S. exports?," International Finance Discussion Papers 423, Board of Governors of the Federal Reserve System (U.S.).
- Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-212, August.
- Stock, James H & Watson, Mark W, 1993.
"A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems,"
Econometric Society, vol. 61(4), pages 783-820, July.
- James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
- Jacob A. Frenkel & Carlos A. Rodriguez, 1982. "Exchange Rate Dynamics and the Overshooting Hypothesis," NBER Working Papers 0832, National Bureau of Economic Research, Inc.
- Wallace, Myles S., 1984. "World money or domestic money: Which predicts US inflation best?," Journal of International Money and Finance, Elsevier, vol. 3(2), pages 241-244, August.
- Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
- Abdur Chowdhury, 1997. "The financial structure and the demand for money in Thailand," Applied Economics, Taylor & Francis Journals, vol. 29(3), pages 401-409.
- Inder, Brett, 1993. "Estimating long-run relationships in economics : A comparison of different approaches," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 53-68.
- James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Papers 573, Queen's University, Department of Economics.
- Arango, Sebastian & Ishaq Nadiri, M., 1981. "Demand for money in open economies," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 69-83.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Berhanu, Denu, 2003. "Dynamic Money Demand Function for Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 12(2).
- Marwan Abdul-Malik Thanoon & Ahmad Zubaidi Baharumshah, 2012. "Comparing Savings Behavior in Asia and Latin America: The Role of Capital Inflows and Economic Growth," Journal of Developing Areas, Tennessee State University, College of Business, vol. 46(1), pages 113-131, January-J.
- Ben Salha, Ousama & Jaidi, Zied, 2013. "Some new evidence on the determinants of money demand in developing countries – A case study of Tunisia," MPRA Paper 51788, University Library of Munich, Germany.
- BENDOB, Ali & SI MOHEMMED, Kamel, 2014.
"La relation entre le taux de change parallèle et la demande de la monnaie Cas de l’Algérie durant 1980-2010: Une approche économétrique
[The relationship between the parallel exchange rate and dema," MPRA Paper 76085, University Library of Munich, Germany, revised 2014.
- Hernández Monsalve, Mauricio A. & Posada Posada, Carlos Esteban, 2006. "La demanda por dinero en Colombia: un poco más de evidencia en el período reciente," PERFIL DE COYUNTURA ECONÓMICA, UNIVERSIDAD DE ANTIOQUIA - CIE, July.
- Bouteldja, Abdelnacer & Benamar, Abdelhak & Maliki, Samir, 2013. "The Black Market Exchange Rate and Demand for Money in Algeria," MPRA Paper 75280, University Library of Munich, Germany.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecofin:v:9:y:1998:i:2:p:169-185. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/620163 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.