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Applied Economics Letters Volume 2, 1995 - Issue 6
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Original Articles

Long–run and short–run money demand: which price deflator to use? Some evidence using New Zealand data

Pierre L. Siklos
Pages 199-202 | Published online: 05 Oct 2010

References

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  • Hafer , R. W. and Jansen , D. 1991 . The demand for money in the United States: evidence from cointegration tests . Journal of Money, Credit and Banking , 23 : 155 – 168 .
  • Hakkio , C. and Rush , M. 1991 . Cointegration: how short is the long run? . Journal of International Money and Finance , 10 : 571 – 581 .
  • Johansen , S. 1991 . “ Estimation and hypothesis testing of cointegrated vectors in gaussian vector autoregressive models ” . In Econometrica 1551 – 1581 .
  • Laidler , D. E. W. 1993 . The Demand for Money: Theories, Evidence and Problems , 4th edn , New York : Harper-Collins .
  • McDougall , R. 1994 . The stability of velocity: a test for seasonal cointegration . Applied Economics Letters , 1 : 152 – 157 .
  • Orden , D. and Fisher , L. A. 1993 . Financial deregulation and the dynamics of money, prices, and output in New Zealand and Australia . Journal of Money, Credit and Banking , 25 : 273 – 292 .
  • Reserve Bank of New Zealand . 1992 . Monetary Policy and the New Zealand Financial System Wellington, , New Zealand
  • Reserve Bank of New Zealand . November 1993 . Post-Election Briefing Paper November , Wellington
  • Siklos , P. L. 1993 . Income velocity and institutional change: some new time series evidence . Journal of Money, Credit and Banking , 25 : 377 – 392 .
  • Siklos , P. L. and Eckhold , K. R. 1994 . Income velocity in turbulent times: the role of institutional factors in the New Zealand experience , Working Paper 94/12 Reserve Bank of New Zealand .

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