Three decades of money demand studies: differences and similarities

C-Tier
Journal: Applied Economics
Year: 2006
Volume: 38
Issue: 7
Pages: 805-818

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

By analysing almost 1000 money demand estimations this paper attempts to summarize the diverse findings of the literature on this topic. Using both descriptive statistics and meta-regressions, several stylized facts are derived about the two most prominent determinants of money demand income and interest rate elasticities. In particular, it is shown we show that the size and signs of average elasticities are systematically related to the choice of included variables (e.g. M1 or M3, short-run or long-run interest rates), the country grouping (e.g. USA versus Germany) and the empirical specification (e.g. the inclusion of one or two interest rates).

Technical Details

RePEc Handle
repec:taf:applec:v:38:y:2006:i:7:p:805-818
Journal Field
General
Author Count
2
Added to Database
2026-01-25