A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2?

C-Tier
Journal: Economic Inquiry
Year: 2007
Volume: 45
Issue: 2
Pages: 363-376

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We study annual U.S. data from 1869 or 1900 to 1999. We find evidence for a well‐specified and stable model of money demand with data from 1946 to 1999. We carry out diagnostic and stability tests, including linearity tests. A linear error‐correction model with the monetary base performs better than a model with M1. A specification with M2 is not supported. We use real gross national product as the scale variable and a short‐term interest rate as the opportunity cost measure. We estimate an income elasticity of 0.86 and an interest rate elasticity of −0.44 for the monetary base. (JEL E41)

Technical Details

RePEc Handle
repec:bla:ecinqu:v:45:y:2007:i:2:p:363-376
Journal Field
General
Author Count
2
Added to Database
2026-01-25