Volume 1, No. 2, August 2002
Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model


Mohsen Bahmani-Oskooee*
Department of Economics, University of Wisconsin-Milwaukee, U.S.A.


Raymond Chi Wing Ng
Centre for Asian Pacific Studies, Lingnan University, Hong Kong


Abstract


We examine the long-run demand for money of Hong Kong using the autoregressive distributed lag (ARDL) cointegration procedure on quarterly data over the period 1985Q1-1999Q4. Estimation results suggest that HK$M2 is cointegrated with its determinants. In addition, the CUSUM and CUSUMSQ tests confirm the stability of the money demand function.


Key words : money demand; Hong Kong; cointegration; error correction model; CUSUM test
JEL classification : C12; C22; E41


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