LONG-RUN INCOME AND INTEREST ELASTICITIES OF MONEY DEMAND IN THE UNITED-STATES

被引:89
作者
HOFFMAN, DL [1 ]
RASCHE, RH [1 ]
机构
[1] MICHIGAN STATE UNIV,E LANSING,MI 48824
关键词
D O I
10.2307/2109405
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:665 / 674
页数:10
相关论文
共 19 条
[1]   LONG-RUN AND SHORT-RUN DEMAND FOR MONEY [J].
CHOW, GC .
JOURNAL OF POLITICAL ECONOMY, 1966, 74 (02) :111-131
[2]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[3]   COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].
ENGLE, RF ;
GRANGER, CWJ .
ECONOMETRICA, 1987, 55 (02) :251-276
[4]  
HALLMAN JJ, 1989, STAFF STUDY BOARD GO, V157
[5]   MAXIMUM-LIKELIHOOD-ESTIMATION AND INFERENCE ON COINTEGRATION - WITH APPLICATIONS TO THE DEMAND FOR MONEY [J].
JOHANSEN, S ;
JUSELIUS, K .
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1990, 52 (02) :169-210
[6]  
Johansen S., 1988, J ECON DYN CONTROL, V12, P231
[7]  
JOHANSEN S, 1986, UNPUB COINTEGRATION
[8]  
JOHANSEN S, 1989, IN PRESS ECONOME JAN
[9]  
LAIDLER D, 1966, MONETARIST PERSPECTI
[10]   THE DEMAND FOR MONEY - THE EVIDENCE FROM THE TIME-SERIES [J].
MELTZER, AH .
JOURNAL OF POLITICAL ECONOMY, 1963, 71 (03) :219-246