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National Repository of Grey Literature

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The stability of long-term demand for broadly defined money in an open economy: case of the Czech republic 1994-2000 Melecký, Martin This paper strives to enlarge the traditional form of money demand for closed economy with some additional foreign or international determinants. These are, according to presented theory of currency substitution, nominal exchange rate CZK/DEM (or CZK/USD) and yield of foreign assets (3M LIBOR on DEM-assets and Treasury Bill yield) expressed in Czech Crowns. Such specified money demand was estimated using three cointegration methods namely JOH(1), JOH(2) and DOLS to attain sufficient robustness of estimated money demand function. Fulltext: PDF Detailed record

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