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Is the Demand for Euro Area M3 Stable? · Study

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PreprintIs the Demand for Euro Area M3 Stable?

Annick Bruggeman2004

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Preprintgreen2004

Is the Demand for Euro Area M3 Stable?

Annick Bruggeman · Paola Donati · Anders Warne

37 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

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References

1999Numerical distribution functions of likelihood ratio tests for cointegration 1989Testing for the Constancy of Parameters Over Time 1992Tests for Parameter Instability in Regressions with 1(1) Processes 1999Some tests for parameter constancy in cointegrated VAR‐models 2001The demand for M3 in the euro area 1998Asymptotic Inference on Cointegrating Rank in Partial Systems 2005European Integration and the Demand for Broad Money 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions

Cited by

2012Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability 2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA?2007The Sectoral Distribution of Money Supply in the Euro Area 2012Money demand in the euro area: new insights from disaggregated data 2007Does a "two-pillar Phillips curve" justify a two-pillar monetary policy strategy?

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Is the demand for euro area M3 stable?preprint · 10 shared references 2010Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniquespreprint · 9 shared references 2009MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIESarticle · 6 shared references 2002Modelling the demand for M3 in the Euro areaarticle · 5 shared references 2001Money demand in Eurolandarticle · 5 shared references 2001Money Demand in the Euro Area: Do National Differences Matter?preprint · 5 shared references

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations37

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.457521

openalex_workW1547618260

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2005

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2006A small scale macroeconometric model for the Euro-12 area

2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries