Affiliation:
1. The Bucharest Academy of Economic Studies, 15–17 Calea Dorobanti, sector 1, Bucharest, Romania
Abstract
By the means of cointegrated VAR we investigated the money demand behaviour of households. Using the traditional determinants and adding variables specific for the sector we succeeded to obtain a relevant description of what influences individuals’ money holdings, gradually increasing the number of variables but also restricting on the irrelevant ones. Santrauka Autoriai, naudodami kointegruotus autoregresinius vektorius, tyrė pinigų poreikio pokyčius namų ūkiuose. Tyrimuose buvo naudojami tiek tradiciniai, tiek šiam sektoriui būdingi veiksniai. Nustatyti veiksniai, kurie turi didžiausią įtaką namų ūkiams, taip pat identifikuoti nereikšmingi.
Publisher
Vilnius Gediminas Technical University
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Cited by
2 articles.
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1. The money demand and the loss of interest for the euro in Romania;Applied Economics Letters;2018-03-24
2. 10.7172/2353-6845.jbfe.2014.2.4;Journal of Banking and Financial Economics;2014-11-19