An Exploratory Econometric Model of Financial Markets

William Breen

Journal of Financial and Quantitative Analysis, 1969, vol. 4, issue 3, 233-269

Abstract: The purpose of this study is to develop and estimate sectoral demand for money functions and an aggregate supply function for money within the framework of a simultaneous-equations model of major United States financial markets. The study is exploratory in nature in several respects. The final form of the behavioral equations is, of course, open to question. Also, the data used in the estimation of the behavioral equations have recently been revised by the Flow of Funds Section of the Federal Reserve Board.

Date: 1969
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