Modelling money demand in Germany (replication data)

DOI

In this paper an empirically stable money demand model for M3 in Germany is presented. The sample period 1975-94 includes German unification. It is shown that this development has not substantially destabilized money demand. Parameter stability is extensively tested and not rejected. Applying encompassing tests, this model encompasses two recent models but is not encompassed by them. Exogeneity of the explanatory variables is discussed and tested along the definitions given in Engle, Hendry and Richard (1983). There is evidence that inflation and long-term interest rates are super-exogenous with respect to the parameters of the demand for M3 model. This result and the empirical long-run money demand function presented in this paper may affect the applicability of the so called P-Star concept for German M3.

Identifier
DOI https://doi.org/10.15456/jae.2022314.0705125743
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:776388
Provenance
Creator Beyer, Andreas
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 1998
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics