The Demand for M1 in the U.S.A., 1960–1988

S-Tier
Journal: Review of Economic Studies
Year: 1992
Volume: 59
Issue: 1
Pages: 25-61

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

Estimated U.S. M1 demand functions appear unstable, regularly "breaking down," over 1960–1988 (e.g. missing money, great velocity decline, M1-explosion). We propose a money demand function whose arguments include inflation, real income, long-term bond yield and risk, T-bill interest rates, and learning curve weighted yields on newly introduced instruments in M1 and non-transactions M2. The model is estimated in dynamic error-correction form; it is constant and, with an equation standard error of 0–4%, variance-dominates most previous models. Estimating alternative specifications explains earlier "breakdowns," showing the model's distinctive features to be important in accounting for the data.

Technical Details

RePEc Handle
repec:oup:restud:v:59:y:1992:i:1:p:25-61.
Journal Field
General
Author Count
3
Added to Database
2026-01-24