The empirical performance of transaction period length in cash-in-advance models of money demand
| buir.advisor | Arnwine, Neil | |
| dc.contributor.author | Arslan, Yavuz | |
| dc.date.accessioned | 2016-07-01T10:58:14Z | |
| dc.date.available | 2016-07-01T10:58:14Z | |
| dc.date.issued | 2001 | |
| dc.description | Cataloged from PDF version of article. | en_US |
| dc.description.abstract | Cash-in-advance models of money demand make strong predictions about stochastic properties of key endogenous macroeconomic variables. Hodrick, Kocherlakota, and Lucas (1991) showed that the models by Lucas (1984), Svensson (1985), and Stokey, and Lucas (1987) were not generating dataset consistent with the sample values. In this study we investigate whether Arnwine (2000) can generate consistent statistical values of key endogenous variables. We use the same methods as Hodrick, Kocherlakota, and Lucas (1991). | en_US |
| dc.description.provenance | Made available in DSpace on 2016-07-01T10:58:14Z (GMT). No. of bitstreams: 1 0001696.pdf: 522259 bytes, checksum: 1cc014d89918c772c7c256dd6813eb49 (MD5) Previous issue date: 2001 | en |
| dc.description.statementofresponsibility | Arslan, Yavuz | en_US |
| dc.format.extent | vi, 37 leaves, tables | en_US |
| dc.identifier.itemid | BILKUTUPB057666 | |
| dc.identifier.uri | http://hdl.handle.net/11693/29346 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Cash-in-advance models of money demand | en_US |
| dc.subject | transaction | en_US |
| dc.subject.lcc | HG226.5 .A77 2001 | en_US |
| dc.subject.lcsh | Demand for money Econometric models. | en_US |
| dc.title | The empirical performance of transaction period length in cash-in-advance models of money demand | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Economics | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MA (Master of Arts) |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- 0001696.pdf
- Size:
- 510.02 KB
- Format:
- Adobe Portable Document Format
- Description:
- Full printable version