HOUSEHOLD MONEY DEMAND IN ROMANIA. EVIDENCE FROM COINTEGRATED VAR

被引:2
|
作者
Ruxanda, Gheorghe [1 ]
Muraru, Andreea [1 ]
机构
[1] Bucharest Acad Econ Studies, Bucharest, Romania
来源
关键词
cointegrated VAR; households' money demand; SUR; SECTOR; MODEL; UK;
D O I
10.3846/20294913.2011.587506
中图分类号
F [经济];
学科分类号
02 ;
摘要
By the means of cointegrated VAR we investigated the money demand behaviour of households. Using the traditional determinants and adding variables specific for the sector we succeeded to obtain a relevant description of what influences individuals' money holdings, gradually increasing the number of variables but also restricting on the irrelevant ones.
引用
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页码:382 / 396
页数:15
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