PORTFOLIO DISEQUILIBRIUM: IMPLICATIONS FOR THE DIVISIA APPROACH TO MONETARY AGGREGATION*
Tóm tắt
Từ khóa
Tài liệu tham khảo
Ando A., 1975, The Brookings Model: Perspectives and Recent Developments
Bank of England., 1982, Transactions Balances—A New Monetary Aggregate, Bank of England Quarterly Bulletin, 22, 250
Barnett W. A., 1978, The User Cost of Money, Economics Letters, 1, 11
Bertola G.andCaballero R. J.(1990). “Kinked Adjustment Costs and Aggregate Dynamics” inO. J.BlanchardandS.Fischer (eds.) NBER Macroeconomics Annual pp.237–295.
Chrystal K. A., 1992, Company Sector Money Demand
Fisher P. Hudson S.andPradhan M.(1993). “Divisia Indices for Money: An Appraisal” Bank of England Working Paper No. 9.
Ford J. L., 1992, Financial Innovation and Divisia Monetary Aggregates, Oxford Bulletin of Economics and Statistics, 54, 97
Hall S. Henry B.andWilcox E.(1989). “The Long Run Determination of the UK Monetary Aggregates” Bank of England Discussion Paper No. 41.
Harvey A. C., 1989, Forecasting, Structural Time Series Models and the Kalman Filter
Heffernan S., 1991, A Computation of Interest Equivalents for Non‐Price Features of Bank Products, Journal of Money, Credit, and Banking, 21, 239
Hendry D. F., 1991, The Demand for Narrow Money in the US and the UK, European Economic Review, 35, 873
Holtham G. H., 1990, Financial Sectors in Open Economies: Empirical Analysis and Policy Issues
Hood W.(1987). “The Allocation of Personal Sector Liquid Assets 1967–1983” HM Treasury Working Paper No. 46.
