The stability of money demand and monetary transmission mechanism in Thailand

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The stability of money demand and monetary transmission mechanism in Thailand

The major objective of this thesis is to investigate whether there exists a stable long run and short run equilibrium relationship between real money balances (M1 or M2) and their determinants in Thailand. A cointegration analysis and the Vector Error Correction Model (VECM) are conducted on quarter...

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Bibliographic Details
Main Author:	Raksong, Saranya
Format:	Thesis
Language:	English
Published:	Curtin University 2010
Subjects:	monetary transmission mechanism Vector Error Correction Model (VECM) real income price level Thailand real money balances (M1 or M2) long run and short run equilibrium relationship Vector autoregression model (VAR) cointegration analysis determinants external interest rates exchange rates
Online Access:	http://hdl.handle.net/20.500.11937/612

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