The Information Contents of Aggregated Money Demand in the EMU

Open Economies Review

Volumn 8, Issue 3, 1997, Pages 233-244

  Den Butter, Frank A G ^a,b   Van Dijken, Simon ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b TINBERGEN INSTITUTE   (Netherlands)

Author keywords

Aggregation; Combining information; EMU; Money demand

Indexed keywords

EID: 0012541360     PISSN: 09237992     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008290714581     Document Type: Article

References (14)

1. Angeloni, I., C. Cottarelli, and A. Levy (1994) "Cross-Border Deposits, Aggregation, and Money Demand in the Transition to EMU." Journal of Policy Modeling 16, 27-54.
2. Arnold, I.J.M. (1992) "The Derivation of the Liquidity Ratio in the EMS, Comment on Kremers and Lane." IMF Staff Papers 39, 195-202.
3. Arnold, U.M. (1994) "The Myth of a Stable European Money Demand." Open Economies Review 5, 249-259.
4. Bates, J.M. and C.W.J. Granger (1969) "The Combination of Forecasts." Operations Research Quarterly 20, 451-468.
5. Butter, F.A.G. den and M.M.G. Fase (1981) "The Demand for Money in EEC Countries." Journal of Monetary Economics 8, 201-230.
6. Butter, F.A.G. den and F.J.J.S. van de Gevel (1989) "Prediction of the Netherlands Money Stock." De Economist 137, 173-201.
7. Fase, M.M.G. (1994) "In Search for Stability: An Empirical Appraisal of the Demand for Money in G7 and EC Countries." De Economist 142, 421-454.
8. Fase, M.M.G. and J.B. Kuné (1974) 26quot;De Vraag naar Liquiditeiten in Nederland 1952-1971." De Economist 122, 326-356.
9. Fase, M.M.G. and C.C.A. Winder (1993) "The Demand for Money in the Netherlands and the Other EC Countries." De Economist 141, 471-496.
10. Fase, M.M.G. and C.C.A. Winder (1994) "De Geldhoeveelheid in de EMU: Een Analyse met de Divisia-maatstaf." De Nederlandsche Bank, Onderzoeksrapport WO&ENr. 402, July 1994.
11. Johansen, S. (1992) "Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data." Journal of Policy Modeling 14, 313-334.
12. Juselius, K. (1995) "A Structured VAR under Changing Monetary Policy." Mimeo.
13. Kremers, J.J.M. and T.D. Lane (1990) "Economic and Monetary Integration and the Aggregate Demand for Money in the EMS." IMF Staff Papers 37, 777-805.
14. Winder, C.C.A. and F.J.J.S. van de Gevel (1992) "Predictions of the Netherlands Money Stock: An Application of Combining Forecasts." Economic and Financial Computing 2, 65-78.