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The data and a benchmark aggregate money demand
The features of national money demands
2 other sections not shown
aggregate equation aggregate time series area-wide money demand Austria BANCA D'ITALIA Bank of Italy Brand and Cassola Coenen and Vega cointegrating contributions to M3 correlation criterion demand for money dynamic elasticity of money euro area European Central Bank Eurosystem F-statistic Fagan and Henry Filosa Finland GDP weights Germany Golinelli and Pastorello included income elasticity individual countries individual equations inflation interest elasticity interest rate differentials interest rate elasticity Italy lags long rate LONG-RUN COEFFICIENTS long-term rate Luxembourg mean group estimator monetary policy money demand equation money demand function national contributions national equations national money demand Netherlands obtained OECD opportunity cost output Pastorello 2000 perfect aggregation permanent increase PMG estimator Pooled Mean Group rate of return rate on money real M3 real money rejected repurchase agreements rl-rm rs-rm series estimator Shin and Smith short rate short-term rate Spain standard error statistically structural coefficients variables variance yield curve zero