Econometric model of Singapore money market.

• Main Author: Sng, Zhizhong.
• Other Authors: Choy Keen Meng
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Social sciences::Economic development::Singapore; DRNTU::Social sciences::Economic theory::Money and banking
• Online Access: http://hdl.handle.net/10356/14982
• Institution: Nanyang Technological University

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 interes...