Please use this identifier to cite or link to this item:
Title: The Granger - Causality from money to output
Authors: Khatib, Said
Subject: Jordan - Economic Conditions;Interindustry economics
Issue Date: 1995
Publisher: عمادة البحث العلمي والدراسات العليا - جامعة اليرموك
Abstract: This study examines the Granger causality from money to out put in Jordan for the sample period from 1969 to 1991 the basis of implementation of a FPE approach . the criteria used in this context for determining the lag length are R2-adjusted , Akaike's information criterion ( AIC ) , and schwarz's criterion (SC) . the FPE statictics suggest that both M1 and M2 measures turn out to granger -cause output . these results confirm the importance of monetary policy in affecting output. The result also confirm the null hypothesis that money does not react passively to output . interstingly the result turn out to be insensitive to the money measures used in this study .
Description: أبحاث اليرموك: سلسلة العلوم الإنسانية و الاجتماعية
1995, Vol. 11 Issue 2, p27-44
Included References
Language: ENG
Appears in Collections:Abhath Al-Yarmouk Humanities and Social Sciences - AYHSS

Files in This Item:
File SizeFormat 
275690.pdf398.75 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.