English, Article, Journal or magazine article edition: Estimating Money Demand Function in Cambodia: ARDL Approach Samreth, Sovannroeun

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Bookmark: http://trove.nla.gov.au/version/105143
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Estimating Money Demand Function in Cambodia: ARDL Approach
Author
  • Samreth, Sovannroeun
Physical Description
  • preprint
Notes
  • This paper empirically estimates the money demand function in Cambodia. We adopt the money demand model that includes exchange rate. For the analysis, Autoregressive Distributed Lag (ARDL) approach to cointegration is employed. Our results indicate that there is cointegration among variables in money demand function. CUSUM and CUSUMSQ tests roughly support the stability of estimated model. However, in the long-run, even the sign of estimated coefficient of exchange rate support the currency substitution phenomenon in Cambodia, it fails t-test. This may be due to the mix of both currency substitution and wealth effects in the long-run.
  • Money Demand; M1; Cambodia; Currency Substitution
  • RePEc:pra:mprapa:16274
Language
  • English
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