Please use this identifier to cite or link to this item:
Title: Econometric model of Singapore money market.
Authors: Sng, Zhizhong.
Keywords: DRNTU::Social sciences::Economic development::Singapore
DRNTU::Social sciences::Economic theory::Money and banking
Issue Date: 2009
Abstract: The purpose of the report is to find the determinants of Singapore’s money demand and money supply using data from 1985:Q2 to 2008:Q3. The econometric methodology used is cointegration and error-correction modeling. It is found that all the time series data used are non-stationary except for interest rate. Furthermore, both money demand and money supply are cointegrated with their respective explanatory variables. The empirical results suggest that the exchange rate is the main determinant for both money demand and money supply.
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:HSS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
  Restricted Access
309.65 kBAdobe PDFView/Open

Page view(s) 20

Updated on Apr 22, 2021

Download(s) 50

Updated on Apr 22, 2021

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.