We examine the long-run demand for money of Hong Kong using the autoregressive dis-tributed lag (ARDL) cointegration procedure on quarterly data over the period 1985Q1-1999Q4. Estimation results suggest that HK$M2 is cointegrated with its determi-nants. In addition, the CUSUM and CUSUMSQ tests confirm the stability of the money de-mand function. Key words: money demand; Hong Kong; cointegration; error correction model; CUSUM test JEL classification: C12; C22; E41 1
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand mo...
The aim of this study was to analyze the determinants of money demand in Indonesia: from autoregress...
The main purpose of this dissertation is to investigate and estimate long-run relationships for narr...
The main purpose of this research is to examine the stability of demand for money (M2 and M3) from y...
The main purpose of this study is to re-investigate the long-run Japanese M2 money demand function a...
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand mo...
This study examines the demand for broad money (M2) in China using the autoregressive distributed l...
Cointegration technique is now a common method of estimating an money demand function. Couple studie...
In a behavioural equilibrium exchange rate model, this study investigates the movements of the real ...
This research investigates the long-run equilibrium relationship between money demand and its determ...
Different authors have tried to estimate the demand for money in different countries. A common theme...
This paper uses the extreme bounds analysis (EBA) of Leamer (1983, 1985) to analyze the robust deter...
and Phillips, 1999) for cointegration to long–run money demand functions using his-torical Canadian ...
by Kwong Tung Choi.Bibliography : leaves 127-132Thesis (M.Phil.)--Chinese University of Hong Kong, 1...
This article revisits a system of export volume and price equations to estimate the long–run price a...
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand mo...
The aim of this study was to analyze the determinants of money demand in Indonesia: from autoregress...
The main purpose of this dissertation is to investigate and estimate long-run relationships for narr...
The main purpose of this research is to examine the stability of demand for money (M2 and M3) from y...
The main purpose of this study is to re-investigate the long-run Japanese M2 money demand function a...
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand mo...
This study examines the demand for broad money (M2) in China using the autoregressive distributed l...
Cointegration technique is now a common method of estimating an money demand function. Couple studie...
In a behavioural equilibrium exchange rate model, this study investigates the movements of the real ...
This research investigates the long-run equilibrium relationship between money demand and its determ...
Different authors have tried to estimate the demand for money in different countries. A common theme...
This paper uses the extreme bounds analysis (EBA) of Leamer (1983, 1985) to analyze the robust deter...
and Phillips, 1999) for cointegration to long–run money demand functions using his-torical Canadian ...
by Kwong Tung Choi.Bibliography : leaves 127-132Thesis (M.Phil.)--Chinese University of Hong Kong, 1...
This article revisits a system of export volume and price equations to estimate the long–run price a...
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand mo...
The aim of this study was to analyze the determinants of money demand in Indonesia: from autoregress...
The main purpose of this dissertation is to investigate and estimate long-run relationships for narr...