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Testing a Disequilibrium Model of Lending Rate Determination

Testing a Disequilibrium Model of Lending Rate Determination »

Source: Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia

Volume/Issue: 1991/84

Series: IMF Working Papers

Author(s): Barry Scholnick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

ISBN: 9781451954364

Keywords: cointegration, equation, banking, probability, statistics

This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...

The Demand for Money in Developing Countries

The Demand for Money in Developing Countries »

Source: The Demand for Money in Developing Countries : Assessing the Role of Financial innovation

Volume/Issue: 1991/45

Series: IMF Working Papers

Author(s): Jose De Gregorio , Peter Wickham , Patricio Arrau , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1991

ISBN: 9781451974218

Keywords: money demand, equation, cointegration, inflation

Traditional specifications of money demand have been commonly plagued by persistent overprediction, implausible parameter estimates, and highly autocorrelated errors. This paper argues that some of those problems s...

Saving Trends in Southeast Asia

Saving Trends in Southeast Asia »

Source: Saving Trends in Southeast Asia : A Cross-Country Analysis

Volume/Issue: 1995/39

Series: IMF Working Papers

Author(s): Hamid Faruqee , and Aasim Husain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1995

ISBN: 9781451845778

Keywords: cointegration, private saving, provident fund, statistic, equation

This paper investigates the long-run pattern of private saving in Indonesia, Malaysia, Singapore, and Thailand. These countries have not only maintained saving levels that are currently among the highest in the wor...

Demand for M2 in an Emerging-Market Economy

Demand for M2 in an Emerging-Market Economy »

Source: Demand for M2 in an Emerging-Market Economy : An Error-Correction Model for Malaysia

Volume/Issue: 1999/173

Series: IMF Working Papers

Author(s): Subramanian Sriram

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

ISBN: 9781451858617

Keywords: Asia, financial system, money demand, cointegration, error-correction, inflation, equation

This paper analyses demand for M2 in Malaysia from August 1973 to December 1995 under both the closed- and open-economy framework. Based on the cointegration and weak-exogeneity test results, short-run dynamic erro...

Financial Liberalization and Money Demand in Asean Countries

Financial Liberalization and Money Demand in Asean Countries »

Source: Financial Liberalization and Money Demand in Asean Countries : Implications for Monetary Policy

Volume/Issue: 1997/36

Series: IMF Working Papers

Author(s): Robert Dekle , and Mahmood Pradhan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1997

ISBN: 9781451845419

Keywords: Financial Liberalization, Money Demand, Cointegration, inflation, bond, monetary aggregates

This paper examines the impact of financial market development and liberalization on money demand behavior in Indonesia, Malaysia, Singapore, and Thailand since the early 1980s. The empirical results indicate conti...

International Integration of Equity Markets and Contagion Effects

International Integration of Equity Markets and Contagion Effects »

Source: International Integration of Equity Markets and Contagion Effects

Volume/Issue: 1995/110

Series: IMF Working Papers

Author(s): Paul Cashin , Manmohan Kumar , and C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451853285

Keywords: equity markets, cointegration, stock market, stock markets, national equity markets

This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move si...

Testing a Disequilibrium Model of Lending Rate Determination
			: The Case of Malaysia

Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia »

Volume/Issue: 1991/84

Series: IMF Working Papers

Author(s): Barry Scholnick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

DOI: http://dx.doi.org/10.5089/9781451954364.001

ISBN: 9781451954364

Keywords: cointegration, equation, banking, probability, statistics

This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...

The Demand for Money in Developing Countries
			: Assessing the Role of Financial innovation

The Demand for Money in Developing Countries : Assessing the Role of Financial innovation »

Volume/Issue: 1991/45

Series: IMF Working Papers

Author(s): Jose De Gregorio , Peter Wickham , Patricio Arrau , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1991

DOI: http://dx.doi.org/10.5089/9781451974218.001

ISBN: 9781451974218

Keywords: money demand, equation, cointegration, inflation

Traditional specifications of money demand have been commonly plagued by persistent overprediction, implausible parameter estimates, and highly autocorrelated errors. This paper argues that some of those problems s...

Saving Trends in Southeast Asia
			: A Cross-Country Analysis

Saving Trends in Southeast Asia : A Cross-Country Analysis »

Volume/Issue: 1995/39

Series: IMF Working Papers

Author(s): Hamid Faruqee , and Aasim Husain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1995

DOI: http://dx.doi.org/10.5089/9781451845778.001

ISBN: 9781451845778

Keywords: cointegration, private saving, provident fund, statistic, equation

This paper investigates the long-run pattern of private saving in Indonesia, Malaysia, Singapore, and Thailand. These countries have not only maintained saving levels that are currently among the highest in the wor...

Demand for M2 in an Emerging-Market Economy
			: An Error-Correction Model for Malaysia

Demand for M2 in an Emerging-Market Economy : An Error-Correction Model for Malaysia »

Volume/Issue: 1999/173

Series: IMF Working Papers

Author(s): Subramanian Sriram

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

DOI: http://dx.doi.org/10.5089/9781451858617.001

ISBN: 9781451858617

Keywords: Asia, financial system, money demand, cointegration, error-correction, inflation, equation

This paper analyses demand for M2 in Malaysia from August 1973 to December 1995 under both the closed- and open-economy framework. Based on the cointegration and weak-exogeneity test results, short-run dynamic erro...