Capital inflows and the demand for money in South Asian countries

Jalal Siddiki; Oliver Morrissey

Capital inflows and the demand for money in South Asian countries

Research output: Working paper › Discussion paper

Abstract

The aim of this paper is to estimate the real demand for money in three South Asian countries - Bangladesh, India and Pakistan - allowing for the possible effect of foreign exchange inflows (which have tended to increase in recent years). As identifying the stability of estimated elasticities is an important concern, we employ cointegration analyses allowing for structural breaks.

Original language	English
Place of Publication	Kingston upon Thames, U.K.
Publisher	Faculty of Arts and Social Sciences, Kingston University
Number of pages	32
Publication status	Published - Jul 2006

Publication series

Name	Economics Discussion Paper
Publisher	Faculty of Arts and Social Sciences, Kingston University

Bibliographical note

Note: Economics discussion paper, 2006/4

Keywords

Economics and econometrics
cointegration
money demand
south asia
structural breaks

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Siddiki-J-1630Other version, 329 KBLicence: Unspecified

Cite this

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AB - The aim of this paper is to estimate the real demand for money in three South Asian countries - Bangladesh, India and Pakistan - allowing for the possible effect of foreign exchange inflows (which have tended to increase in recent years). As identifying the stability of estimated elasticities is an important concern, we employ cointegration analyses allowing for structural breaks.

KW - Economics and econometrics

KW - cointegration

KW - money demand

KW - south asia

KW - structural breaks

M3 - Discussion paper

T3 - Economics Discussion Paper

BT - Capital inflows and the demand for money in South Asian countries

PB - Faculty of Arts and Social Sciences, Kingston University

CY - Kingston upon Thames, U.K.

ER -

Capital inflows and the demand for money in South Asian countries

Abstract

Publication series

Bibliographical note

Keywords

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Cite this