What Have We Learned About Estimating the Demand for Money? : A Multicountry Evaluation of Some New Approaches /

This paper provides estimates of the demand for both narrow and broad monetary aggregates for the five largest industrial countries using two recent approaches: buffer stock and error correction models. The performances of these models are compared with several versions of the conventional partial a...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Tavlas, George
Weitere Verfasser: Boughton, James
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 1991.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 1991/016
Schlagworte:
Online Zugang:Full text available on IMF
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245 1 0 |a What Have We Learned About Estimating the Demand for Money? :   |b A Multicountry Evaluation of Some New Approaches /  |c George Tavlas, James Boughton. 
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520 3 |a This paper provides estimates of the demand for both narrow and broad monetary aggregates for the five largest industrial countries using two recent approaches: buffer stock and error correction models. The performances of these models are compared with several versions of the conventional partial adjustment model. Tests are performed in order to evaluate the parameter stability, post-sample predictive ability, encompassing properties, and economic implications of the models. The results are encouraging with respect to the newer models, as they significantly outperform the traditional approach. It is found that the error correction model is especially promising as a general approach. 
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651 7 |a United States  |2 imf 
700 1 |a Boughton, James. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1991/016 
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