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Money demand and inflation in Belarus: Evidence from cointegrated VAR

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  • Pelipas, Igor

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  • Pelipas, Igor, 2006. "Money demand and inflation in Belarus: Evidence from cointegrated VAR," Research in International Business and Finance, Elsevier, vol. 20(2), pages 200-214, June.
    • Handle: RePEc:eee:riibaf:v:20:y:2006:i:2:p:200-214
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    1. Mr. Philipp C Rother, 2000. "Inflation in Albania," IMF Working Papers 2000/207, International Monetary Fund.
    2. Philipp Rother, 2002. "Inflation in Albania," Post-Communist Economies, Taylor & Francis Journals, vol. 14(1), pages 85-107.
    3. Mr. Jean-Claude Nachega, 2001. "A Cointegration Analysis of Broad Money Demand in Cameroon," IMF Working Papers 2001/026, International Monetary Fund.
    4. Henrik Hansen & Søren Johansen, 1999. "Some tests for parameter constancy in cointegrated VAR-models," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 306-333.
    5. Mr. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money: Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 1999/064, International Monetary Fund.
    6. Mr. Gunnar Jonsson, 1999. "Inflation, Money Demand, and Purchasing Power Parity in South Africa," IMF Working Papers 1999/122, International Monetary Fund.
    7. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
    8. Mohsen Bahmani-Oskooee & Michael P. Barry, 2000. "Stability of the Demand for Money in an Unstable Country: Russia," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 22(4), pages 619-629, July.
    9. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-320, July.
    10. Mr. Subramanian S Sriram, 1999. "Demand for M2 in an Emerging-Market Economy: An Error-Correction Model for Malaysia," IMF Working Papers 1999/173, International Monetary Fund.
    11. Mrs. O. Liu & Mr. Olumuyiwa S Adedeji, 2000. "Determinants of Inflation in the Islamic Republic of Iran: A Macroeconomic Analysis," IMF Working Papers 2000/127, International Monetary Fund.
    12. Mr. Philippe Egoume Bossogo, 2000. "Money Demand in Guyana," IMF Working Papers 2000/119, International Monetary Fund.
    13. Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
    14. Mr. Sanja Kalra, 1998. "Inflation and Money Demand in Albania," IMF Working Papers 1998/101, International Monetary Fund.
    15. Choudhry, T., 1998. "Another visit to the Cagan model of money demand: the latest Russian experience," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 355-376, April.
    16. Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February.
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    Cited by:

    1. Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Boriss Siliverstovs, 2008. "Dynamic modelling of the demand for money in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 53-74, October.
    3. Felix Hammermann & Mark Flanagan, 2009. "What explains persistent inflation differentials across transition economies?1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(2), pages 297-328, April.
    4. repec:zbw:bofitp:2010_013 is not listed on IDEAS
    5. Hammermann, Felix & Flanagan, Mark, 2007. "What Explains Persistent Inflation Differentials Across Transition Economies?," Kiel Working Papers 1373, Kiel Institute for the World Economy (IfW Kiel).
    6. Claudiu Tiberiu Albulescu & Daniel Goyeau & Cornel Oros, 2015. "On the Long Run Money-Prices Relationship in CEE Countries," Economic Research Guardian, Weissberg Publishing, vol. 5(1), pages 73-96, June.
    7. Amat Adarov & Kateryna Bornukova & Rumen Dobrinsky & Peter Havlik & Gabor Hunya & Dzmitry Kruk & Olga Pindyuk, 2016. "The Belarus Economy: The Challenges of Stalled Reforms," wiiw Research Reports 413, The Vienna Institute for International Economic Studies, wiiw.
    8. Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland, Institute for Economies in Transition.
    9. Jalil, Abdul & Tariq, Rabbia & Bibi, Nazia, 2014. "Fiscal deficit and inflation: New evidences from Pakistan using a bounds testing approach," Economic Modelling, Elsevier, vol. 37(C), pages 120-126.

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