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Author:Sriram, S.S.
Title:A survey of recent empirical money demand studies
Journal:IMF Staff papers
2001 : VOL. 47:3, p. 334-365
Index terms:Empirical research
Error correction models
Money demand
Language:eng
Abstract:A selected number of studies that evaluated the demand for money is surveyed using the error-correction model approach in the 1990s across a range of industrial and developing countries. The study briefly presents issues relevant to modeling and estimating the demand for money and synthesizes information concerning variables, data period and frequency, unit root and cointegration techniques, stability tests, and findings in a tabular form.
SCIMA record nr: 248603
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