Stability of the Demand Function for Money: An Unresolved Issue.

This article discusses issues concerning the stability of the demand function for money. The stability of the demand function for money has received extensive attention over the past two decades. However, there is no precise meaning of the term stability in the literature. The issue is most often di...

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Publicado en:American Economic Review Vol. 69; no. 2; pp. 318 - 324
Autores principales: Cargill, Thomas F., Meyer, Robert A.
Formato: Artículo
Publicado: American Economic Association May79
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Stability of the Demand Function for Money: An Unresolved Issue.
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          Cargill, Thomas F.
          Meyer, Robert A.
        affil:
          Professor, University of Nevada-Reno
          Professor, University of California-Berkeley
      su:
        Demand function
        Demand for money
        Economic demand
        Mathematical models of economics
        Money
      sug:
        subj:
          Demand function
          Demand for money
          Economic demand
          Mathematical models of economics
          Money
      ab: This article discusses issues concerning the stability of the demand function for money. The stability of the demand function for money has received extensive attention over the past two decades. However, there is no precise meaning of the term stability in the literature. The issue is most often discussed in reference to time-series estimates of the function and generally based on three characteristics: 1) The demand for money can be explained by a small set of variables as determined by various statistical tests; 2) the function does not exhibit marked shifts over time; 3) the function is capable of generating reasonable forecasts outside of the interval of estimation. Stephen Goldfeld (1973) and John Boorman in exhaustive surveys conclude that relatively simple formulations of the demand for money yield stable short- and long-run functions. Despite some negative evidence, stability of the demand function has been fairly well accepted, at least up to the last few years (Goldfeld, 1976). The overwhelming majority of evidence is based on time-series models using constant coefficient estimation procedures. Yet, arguments can be developed to show that estimating a demand function for money via constant coefficient methods amounts to misspecification.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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