Canova, Luciano (2006): Estimating demand for money in Jamaica.
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Abstract
This paper estimates the money demand function for Jamaica using cointegration method. This approach provides estimates of the long run structural relations and focuses also on the complex short run feedbacks of monetary policy on strategic macro variables.
| Item Type: | MPRA Paper |
|---|---|
| Institution: | University of Sussex |
| Original Title: | Estimating demand for money in Jamaica |
| Language: | English |
| Keywords: | jamaica; demand for money; cointegration |
| Subjects: | E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit > E50 - General |
| Item ID: | 1023 |
| Depositing User: | Luciano Canova |
| Date Deposited: | 04 Dec 2006 |
| Last Modified: | 26 Sep 2019 22:14 |
| References: | Garcia-Herrero, Alicia (1997), ‘Monetary impact of a banking crisis and the conduct of monetary policy’, IMF Working Paper WP/97/124 Garthey, Edward (1998), ‘Money demand in Jamaica: evidence from cointegration, error correction modelling and exogeneity’, North American Journal of Economics & Finance 9(1), P 33-43 Greene, William (2003) Econometric Analysis, Pearson Education International Griffith, William, Hill, Carter, Judge, George (1993) Learning and Practicing Econometrics, John Wiley & Sons, Inc. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/1023 |
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