Demand for Money in the Asian Countries: A Systems GMM Panel Data Approach and Structural Breaks
Download full text from publisher
References listed on IDEAS
- Chien-Chiang Lee & Mei-Se Chien, 2008. "Stability of money demand function revisited in China," Applied Economics, Taylor & Francis Journals, vol. 40(24), pages 3185-3197.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics,
Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Mohsen Bahmani-Oskooee & Hafez Rehman, 2005. "Stability of the money demand function in Asian developing countries," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 773-792.
- Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
- Rao, B. Bhaskara & Kumar, Saten, 2009.
"A panel data approach to the demand for money and the effects of financial reforms in the Asian countries,"
Elsevier, vol. 26(5), pages 1012-1017, September.
- Rao, B. Bhaskara & Kumar, Saten, 2008. "A Panel Data Approach to the Demand for Money and the Effects of Financial Reforms in the Asian Countries," MPRA Paper 6565, University Library of Munich, Germany.
- B Bhaskara Rao, 2007.
"The nature of the ADAS model based on the ISLM model,"
Cambridge Journal of Economics,
Oxford University Press, vol. 31(3), pages 413-422, May.
- B Bhaskara Rao, 2005. "The Nature of the ADAS Model Based on the ISLM Model," Macroeconomics 0510001, EconWPA.
- Manuel Arellano & Stephen Bond, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
Review of Economic Studies,
Oxford University Press, vol. 58(2), pages 277-297.
- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kumar, Saten & Webber, Don J. & Fargher, Scott, 2013.
"Money demand stability: A case study of Nigeria,"
Journal of Policy Modeling,
Elsevier, vol. 35(6), pages 978-991.
- Kumar, Saten & Webber, Don J. & Fargher, Scott, 2010. "Money demand stability: A case study of Nigeria," MPRA Paper 26074, University Library of Munich, Germany.
- Saten Kumar & Don J. Webber & Scott Fargher, 2011. "Money demand stability: A case study of Nigeria," Working Papers 2011-02, Auckland University of Technology, Department of Economics.
- Helmi Hamdi & Ali Said & Rashid Sbia, 2015.
"Empirical Evidence on the Long-Run Money Demand Function in the Gulf Cooperation Council Countries,"
International Journal of Economics and Financial Issues,
Econjournals, vol. 5(2), pages 603-612.
- Hamdi, Helmi & Sbia, Rashid & said, ali, 2014. "Empirical Evidence on the Long-Run Money Demand Function in the GCC Countries," MPRA Paper 63306, University Library of Munich, Germany, revised 2015.
- Vittorio Daniele & Pasquale Foresti & Oreste Napolitano, 2017.
"The stability of money demand in the long-run: Italy 1861–2011,"
Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(2), pages 217-244, May.
- Daniele, Vittorio & Foresti, Pasquale & Napolitano, Oreste, 2017. "The stability of money demand in the long-run: Italy 1861–2011," LSE Research Online Documents on Economics 67219, London School of Economics and Political Science, LSE Library.
- Frauke Dobnik, 2013. "Long-run money demand in OECD countries: what role do common factors play?," Empirical Economics, Springer, vol. 45(1), pages 89-113, August.
- Saten Kumar & Mamta B. Chowdhury & B. Bhaskara Rao, 2013.
"Demand for money in the selected OECD countries: a time series panel data approach and structural breaks,"
Taylor & Francis Journals, vol. 45(14), pages 1767-1776, May.
- Kumar, Saten & Chowdhury, Mamta & Rao, B. Bhaskara, 2010. "Demand for Money in the Selected OECD Countries: A Time Series Panel Data Approach and Structural Breaks," MPRA Paper 22204, University Library of Munich, Germany.
- Frauke Dobnik, 2011. "OLong-run Money Demand in OECD Countries – Cross-Member Cointegration," Ruhr Economic Papers 0237, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- 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.
- Pasquale Foresti & Oreste Napolitano, 2013. "Modelling long-run money demand: a panel data analysis on nine developed economies," Applied Financial Economics, Taylor & Francis Journals, vol. 23(22), pages 1707-1719, November.
- Dobnik, Frauke, 2011. "Long-run Money Demand in OECD Countries – Cross-Member Cointegration," Ruhr Economic Papers 237, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- repec:zbw:rwirep:0237 is not listed on IDEAS
More about this item
KeywordsSystems GMM; Blundell and Bond; Mancini-Griffoli and Pauwels; Asian Countries and Demand for Money and Structural Sta;
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-09 (All new papers)
- NEP-MAC-2009-05-09 (Macroeconomics)
- NEP-MON-2009-05-09 (Monetary Economics)
- NEP-SEA-2009-05-09 (South East Asia)
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:pra:mprapa:15030. 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: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .
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.