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Estimating the demand for money in Canada: Does including an own rate of return matter?

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  • Georgopoulos, George J.

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  • Georgopoulos, George J., 2006. "Estimating the demand for money in Canada: Does including an own rate of return matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 513-529, September.
    • Handle: RePEc:eee:quaeco:v:46:y:2006:i:4:p:513-529
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    1. Rush, Mark, 1980. "Comment and further evidence on `implicit interest on demand deposits'," Journal of Monetary Economics, Elsevier, vol. 6(3), pages 437-451, July.
    2. Startz, Richard, 1979. "Implicit interest on demand deposits," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 515-534, October.
    3. Edgar L. Feige, 1964. "The Demand For Liquid Assets: A Temporal Cross‐Section Analysis," Journal of Finance, American Finance Association, vol. 19(1), pages 116-117, March.
    4. Haug, Alfred A & Lucas, Robert F, 1996. "Long-Run Money Demand in Canada: In Search of Stability," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 345-348, May.
    5. Barro, Robert J & Santomero, Anthony J, 1972. "Household Money Holdings and The Demand Deposit Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(2), pages 397-413, May.
    6. Goldfeld, Stephen M. & Sichel, Daniel E., 1990. "The demand for money," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 8, pages 299-356, Elsevier.
    7. Dinah Maclean, 2001. "Analyzing the Monetary Aggregates," Bank of Canada Review, Bank of Canada, vol. 2001(Summer), pages 31-43.
    8. Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, University Library of Munich, Germany.
    9. Shaffer, Sherrill, 1993. "A Test of Competition in Canadian Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(1), pages 49-61, February.
    10. David Laidler, 1966. "The Rate of Interest and the Demand for Money--Some Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 74(6), pages 543-543.
    11. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    12. Freedman, C, 1983. "Financial Innovation in Canada: Causes and Consequences," American Economic Review, American Economic Association, vol. 73(2), pages 101-106, May.
    13. Stephen M. Goldfeld, 1976. "The Case of the Missing Money," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 7(3), pages 683-740.
    14. Klein, Benjamin, 1974. "Competitive Interest Payments on Bank Deposits and the Long-Run Demand for Money," American Economic Review, American Economic Association, vol. 64(6), pages 931-949, December.
    15. Cooley, Thomas F & LeRoy, Stephen F, 1981. "Identification and Estimation of Money Demand," American Economic Review, American Economic Association, vol. 71(5), pages 825-844, December.
    16. Stephen M. Goldfeld, 1973. "The Demand for Money Revisited," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(3), pages 577-646.
    17. Alli Nathan & Edwin H. Neave, 1989. "Competition and Contestability in Canada's Financial System: Empirical Results," Canadian Journal of Economics, Canadian Economics Association, vol. 22(3), pages 576-594, August.
    18. Judd, John P & Scadding, John L, 1982. "The Search for a Stable Money Demand Function: A Survey of the Post-1973 Literature," Journal of Economic Literature, American Economic Association, vol. 20(3), pages 993-1023, September.
    19. Scott Hendry & Charleen Adam, 2001. "The M1 Vector-Error-Correction Model: some Extensions and Applications," Money Affairs, CEMLA, vol. 0(2), pages 145-175, July-Dece.
    20. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    21. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
    22. David Laidler, 1966. "Some Evidence on the Demand for Money," Journal of Political Economy, University of Chicago Press, vol. 74(1), pages 55-68.
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    1. Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.

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