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The Canadian experience with weighted monetary aggregates / by David Longworth and Joseph Atta-Mensah. : FB3-2/95-10E-PDF

This paper compares the empirical performance of Canadian weighted monetary aggregates (in particular, Fisher ideal aggregates) with the current summation aggregates, for their information content and forecasting performance in terms of prices, real output and nominal spending for the period 1971Q1 to 1989Q3. The properties of money-demand equations for these aggregates, particularly their temporal stability, are also examined. The major aggregates considered are M1, M2, M3, M2+, and their Fisher ideal counterparts. Also considered are M3+ (which adds near-bank deposits to M3) and two liquidity aggregates, as well as their Fisher ideal counterparts.--Abstract

Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571629&sl=1

Renseignements sur la publication
Ministère/Organisme
  • Bank of Canada.
TitreThe Canadian experience with weighted monetary aggregates / by David Longworth and Joseph Atta-Mensah.
Titre de la série
  • Bank of Canada working paper 1701-9397 95-10
Type de publicationMonographie - Voir l'enregistrement principal
Langue[Anglais]
FormatTexte numérique
Document électronique
Autres formats offertsTexte matériel-[Anglais]
Note(s)
  • "This paper compares the empirical performance of Canadian weighted monetary aggregates (in particular, Fisher ideal aggregates) with the current summation aggregates, for their information content and forecasting performance in terms of prices, real output and nominal spending for the period 1971Q1 to 1989Q3. The properties of money-demand equations for these aggregates, particularly their temporal stability, are also examined. The major aggregates considered are M1, M2, M3, M2+, and their Fisher ideal counterparts. Also considered are M3+ (which adds near-bank deposits to M3) and two liquidity aggregates, as well as their Fisher ideal counterparts."--Abstract.
  • The ISBN (0-662-23910-5) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
  • Résumé en français.
Information sur la publication
  • Ottawa - Ontario : Bank of Canada October 1995.
Description77p.graphs, references, tables
ISSN1701-9397
Numéro de catalogue
  • FB3-2/95-10E-PDF
Descripteurs
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