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Survey Forecasts and Money Demand Functions: Some International Evidence

Survey Forecasts and Money Demand Functions: Some International Evidence

Year:    2011

Author:    Pierdzioch, Christian, Rülke, Jan-Christoph, Stadtmann, Georg

Applied Economics Quarterly, Vol. 57 (2011), Iss. 1 : pp. 5–14

Abstract

We derive a money demand function from a dynamic macroeconomic general equilibrium model to analyze the correlations between professional economists' forecasts of the growth rate of money supply, the inflation rate, the growth rate of real output, and the nominal interest rate. Upon estimating the money demand function on survey data of professional economists' forecasts for fourteen Asian-Pacific and Central and South-Eastern European countries, we find that the correlations between professional economists' forecasts are broadly consistent with the money demand function implied by the macroeconomic model.

JEL Classification: E41, E47

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.3790/aeq.57.1.5

Applied Economics Quarterly, Vol. 57 (2011), Iss. 1 : pp. 5–14

Published online:    2011-01

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Author Details

Pierdzioch, Christian

Rülke, Jan-Christoph

Stadtmann, Georg

  1. Expectations and the quantity equation – evidence from Eastern European countries

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    Applied Economics, Vol. 46 (2014), Iss. 3 P.329

    https://doi.org/10.1080/00036846.2013.839862 [Citations: 0]