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A shift-adjusted M2 indicator for monetary policy

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  • Robert Darin
  • Robert L. Hetzel

Abstract

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Suggested Citation

  • Robert Darin & Robert L. Hetzel, 1994. "A shift-adjusted M2 indicator for monetary policy," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 25-48.
  • Handle: RePEc:fip:fedreq:y:1994:i:sum:p:25-48
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    File URL: http://www.richmondfed.org/publications/research/economic_quarterly/1994/summer/pdf/hetzel.pdf
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    References listed on IDEAS

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    1. John V. Duca, 1993. "Should bond funds be included in M2?," Working Papers 9321, Federal Reserve Bank of Dallas.
    2. Thomas M. Humphrey, 1989. "Precursors of the P-star model," Economic Review, Federal Reserve Bank of Richmond, issue Jul, pages 3-9.
    3. Peter N. Ireland, 1993. "Price stability under long-run monetary targeting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 25-46.
    4. Robert L. Hetzel, 1992. "How useful is M2 today?," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 12-25.
    5. Barbara A. Bennett, 1982. ""Shift adjustments" to the monetary aggregates," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 6-18.
    6. Marvin Goodfriend & Monica Hargraves, 1983. "A historical assessment of the rationales and functions of reserve requirements," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 3-21.
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    Cited by:

    1. Carlson, John B. & Hoffman, Dennis L. & Keen, Benjamin D. & Rasche, Robert H., 2000. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 345-383, October.
    2. Duca, John V. & VanHoose, David D., 2004. "Recent developments in understanding the demand for money," Journal of Economics and Business, Elsevier, vol. 56(4), pages 247-272.
    3. 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.
    4. Tom Stark, 1998. "A Bayesian vector error corrections model of the U.S. economy," Working Papers 98-12, Federal Reserve Bank of Philadelphia.

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    Keywords

    Money supply;

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