Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates

Asad Jan (), Mansoor Saleem (), Aqeel Ahmad and Arshad Riaz ()
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Asad Jan: State Bank of Pakistan
Mansoor Saleem: State Bank of Pakistan
Arshad Riaz: State Bank of Pakistan

No 58, SBP Working Paper Series from State Bank of Pakistan, Research Department

Abstract: This study analyzes and projects various components of broad money from liability side using structural and non-structural models. Our analysis suggest that non- structural models of aggregate variables and structural models of component ratios perform better as compared with non-structural models of component ratios in making projections for monetary aggregates.

Keywords: Monetary aggregates; model evaluation; forecasting (search for similar items in EconPapers)
JEL-codes: C15 C53 E51 (search for similar items in EconPapers)
Pages: 42 pages
Date: 2013-04
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