A Comparison of the 'Rational Expectations' and 'General-to-Specific' Approaches to Modelling the Demand for M1.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1989
Volume: 51
Issue: 4
Pages: 353-75

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper compares the "forward-looking" and "general-to-specific" approaches to modeling the demand for M1 in the United Kingdom. The authors show that the "forward-looking" models lead to a restrictive dynamic structure compared to models obtained using the alternative approach. Models derived using the "general-to-specific" approach also seem to be preferable to "forward-looking" models in that they yield more plausible long-run properties. The authors also employ variance-encompassing tests to discriminate between the two approaches. Copyright 1989 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:51:y:1989:i:4:p:353-75
Journal Field
General
Author Count
1
Added to Database
2026-01-26