Day 1, April 14 - Posters

Equation of exchange or bust?

Start Date

14-4-2020 9:00 AM

End Date

14-4-2020 11:00 AM

Publisher

University of Tennessee at Chattanooga

Place of Publication

Chattanooga (Tenn.)

Abstract

I test three different models of the velocity of M1 money stock using VAR models, impulse response, and Granger Causality. I find that the Equation of Exchange and Disposable Income models provide the best results for estimating M1 velocity.

Date

April 2020

Document Type

posters

Language

English

Rights

http://rightsstatement.org/vocab/InC/1.0/

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Apr 14th, 9:00 AM Apr 14th, 11:00 AM

Equation of exchange or bust?

I test three different models of the velocity of M1 money stock using VAR models, impulse response, and Granger Causality. I find that the Equation of Exchange and Disposable Income models provide the best results for estimating M1 velocity.