Economic policies and demand for money: evidence from Canada
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
- Engle, Robert F. & Hendry, David F., 1993.
"Testing superexogeneity and invariance in regression models,"
Journal of Econometrics, Elsevier, vol. 56(1-2), pages 119-139, March.
- Engle, R. & Hendry, D., 1990. "Testing Super Exogeneity And Invariance In Regression Models," Economics Series Working Papers 99100, University of Oxford, Department of Economics.
- Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 893-900.
- Friedman, Milton, 1988. "Money and the Stock Market," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 221-245, April.
- Adrian Pagan, 1986.
"Two Stage and Related Estimators and Their Applications,"
Review of Economic Studies, Oxford University Press, vol. 53(4), pages 517-538.
- Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
- Harvey Cutler & Stephen Davies & Martin Schmidt, 2000. "Forecasting in a large macroeconomic system," Applied Economics, Taylor & Francis Journals, vol. 32(13), pages 1711-1718.
- Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
"Cointegration analysis in the presence of structural breaks in the deterministic trend,"
Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
- Bent Nielsen, 2000. "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society.
- Amir Kia, 2003. "Forward-looking agents and macroeconomic determinants of the equity price in a small open economy," Applied Financial Economics, Taylor & Francis Journals, vol. 13(1), pages 37-54.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Martin Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1799-1809.
- M. Camarero & J. Ordonez & C. R. Tamarit, 2002. "Monetary transmission in Spain: a structural cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, vol. 34(17), pages 2201-2212.
- C.A. Favero & D.F. Hendry, 1989.
"Testing the Lucas Critique: A Review,"
212, Queen Mary University of London, School of Economics and Finance.
- Favero, C. & Hendry, D., 1990. "Testing The Lucas Critique: A Review," Economics Series Working Papers 99101, University of Oxford, Department of Economics.
- C.A. Favero & D.F. Hendry, 1990. "Testing the Lucas Critique: A Review," Working Papers 220, Queen Mary University of London, School of Economics and Finance.
- Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-328, August.
- R. Golinelli & R. Orsi, 2001. "Hungary and Poland," Working Papers 424, Dipartimento Scienze Economiche, Universita' di Bologna.
- Cliff Huang & Chien-Fu Jeff Lin & Jen-Chi Cheng, 2001. "Evidence on nonlinear error correction in money demand: the case of Taiwan," Applied Economics, Taylor & Francis Journals, vol. 33(13), pages 1727-1736.
- John Thornton, 1998. "Real stock prices and the long-run demand for money in Germany," Applied Financial Economics, Taylor & Francis Journals, vol. 8(5), pages 513-517.
- Christopher Adam & Michael Goujon & Sylviane Guillaumont Jeanneney, 2004.
"The transactions demand for money in the presence of currency substitution: evidence from Vietnam,"
Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1461-1470.
- Michaël GOUJON & Sylviane GUILLAUMONT JEANNENEY & Christopher ADAM, 2003. "The Transactions Demand For Money In The Presence Of Currency Substitution: Evidence From Vietnam," Working Papers 200331, CERDI.
- Christopher Adam * & Michaël Goujon & Sylviane Guillaumont Jeanneney, 2004. "The transactions demand for money in the presence of currency substitution: evidence from Vietnam," Post-Print hal-02044978, HAL.
- Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, University Library of Munich, Germany.
- Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
- Johansen, Soren, 1995. "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration," Journal of Econometrics, Elsevier, vol. 69(1), pages 111-132, September.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
- Kevin Clinton, 1997. "Implementation of Monetary Policy in a Regime with Zero Reserve Requirements," Staff Working Papers 97-8, Bank of Canada.
- Hilde Bjørnland, 2005.
"A stable demand for money despite financial crisis: the case of Venezuela,"
Applied Economics, Taylor & Francis Journals, vol. 37(4), pages 375-385.
- C. Bjørnland, Hilde, 2003. "A stable demand for money despite financial crisis: The case of Venezuela," Memorandum 12/2003, Oslo University, Department of Economics.
- Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
- George Vamvoukas, 1998. "The relationship between budget deficits and money demand: evidence from a small economy," Applied Economics, Taylor & Francis Journals, vol. 30(3), pages 375-382.
- Hamburger, Michael J., 1977. "Behavior of the money stock : Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 3(3), pages 265-288, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chien-Chiang Lee & An-Hsing Chang, 2013. "Revisiting the demand for money function: evidence from the random coefficients approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(9), pages 1491-1502, September.
- Tomáš Havránek & Jana Sedlaříková, 2014. "Meta-analýza důchodové elasticity poptávky po penězích [A Meta-Analysis of the Income Elasticity of Money Demand]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(3), pages 366-382.
- Kia, Amir, 2013. "Determinants of the real exchange rate in a small open economy: Evidence from Canada," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 163-178.
- Yao Kouadio Ange-Patrick & Drama Bedi Guy Herve, 2017. "Comparative Analysis of the Stability of Money Demand between C?te d¡¯Ivoire And Ghana: An Application of ARDL Model," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 163-172, November.
- Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
- Kia, Amir, 2010. "Overnight monetary policy in the United States: Active or interest-rate smoothing?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 378-391, March.
- Rakesh K. Bissoondeeal & Barry E. Jones & Jane M. Binner & Andrew W. Mullineux, 2010. "Household‐Sector Money Demand For The Uk," Manchester School, University of Manchester, vol. 78(s1), pages 90-113, September.
- Baharumshah, Ahmad Zubaidi & Mohd, Siti Hamizah & Mansur M. Masih, A., 2009. "The stability of money demand in China: Evidence from the ARDL model," Economic Systems, Elsevier, vol. 33(3), pages 231-244, September.
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:taf:applec:v:38:y:2006:i:12:p:1389-1407. 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: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAEC20 .
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.