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The Canadian experience with weighted monetary aggregates / by David Longworth and Joseph Atta-Mensah, Department of Monetary and Financial Analysis. : FB3-2/95-10E

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=9.612625&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, Department of Monetary and Financial Analysis.
Titre de la série
  • Working paper 1192-5434 95-10
Type de publicationMonographie - Voir l'enregistrement principal
Langue[Anglais]
FormatTexte matériel
Autres formats offertsTexte numérique-[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.
  • Résumés en français
Information sur la publication
  • Ottawa - Ontario : Bank of Canada 1995.
ReliureSoftcover
Descriptioniv, 65p. : references, tables ; 28 cm.
ISBN0-662-23910-5
ISSN1192-5434
Numéro de catalogue
  • FB3-2/95-10E
Descripteurs
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