Money Demand in the Netherlands

Pieter Omtzigt ()

Economics and Quantitative Methods from Department of Economics, University of Insubria

Abstract: In this paper we discuss money demand in the Netherlands over the period 1979-1999. The model it with a VAR integrated of order two and use full maximumlikelihood for inference of testing. We find a stable money demand function over the period considered. It depends on the short term interest rate available to private investors, not the rate in the money market.

Pages: 34 pages
Date: 2002-07
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Persistent link: https://EconPapers.repec.org/RePEc:ins:quaeco:qf0214

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