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On The Stability Of Long-Run M2 Demand In Japan

Amano, Robert; Wirjanto, Tony S.
2000
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Description

Abstract: In this study we examine the stability of long-run broad money demand in Japan. In contrast to previous studies of Japanese broad money demand, we use a series of tests designed specifically to test for structural instability in the presence of I(1) processes. According to these tests, the Japanese broad money demand function appears to be stable over a period of financial innovation and deregulation.

Details

Title
On The Stability Of Long-Run M2 Demand In Japan
Creator
Amano, Robert (Bank of Canada)
Wirjanto, Tony S. (University of Waterloo)
DOI
https://doi.org/10.1111/1468-5876.00168
Resource Type
Journal Article
Series (Uniform Title)
Peer-Reviewed Publications
Publications à comité de lecture
Publisher
Springer Science and Business Media LLC
Date
2000-12
Published in
The Japanese Economic Review
Volume
51
Issue
4
Pages
536 - 543
Language
English
Note
The views expressed in this paper are solely those of the authors and may differ from official Bank of Canada views. No responsibility for them should be attributed to the Bank.
Publication Citation
Amano, R. and T. Wirjanto. 2000. "On The Stability Of Long-Run M2 Demand In Japan." The Japanese Economic Review 51 No. 4. https://doi.org/10.1111/1468-5876.00168.
JEL Codes
Record Appears in
Bank of Canada Research > Peer-Reviewed Publications

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