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Zinsgewichtete Geldmengenaggregate und M3 — ein Vergleich

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Issing, O., Tödter, K., Herrmann, H., Reimers, H. Zinsgewichtete Geldmengenaggregate und M3 — ein Vergleich. Credit and Capital Markets – Kredit und Kapital, 26(1), 1-21. https://doi.org/10.3790/ccm.26.1.1
Issing, Otmar; Tödter, Karl-Heinz; Herrmann, Heinz and Reimers, Hans-Eggert "Zinsgewichtete Geldmengenaggregate und M3 — ein Vergleich" Credit and Capital Markets – Kredit und Kapital 26.1, 1993, 1-21. https://doi.org/10.3790/ccm.26.1.1
Issing, Otmar/Tödter, Karl-Heinz/Herrmann, Heinz/Reimers, Hans-Eggert (1993): Zinsgewichtete Geldmengenaggregate und M3 — ein Vergleich, in: Credit and Capital Markets – Kredit und Kapital, vol. 26, iss. 1, 1-21, [online] https://doi.org/10.3790/ccm.26.1.1

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Zinsgewichtete Geldmengenaggregate und M3 — ein Vergleich

Issing, Otmar | Tödter, Karl-Heinz | Herrmann, Heinz | Reimers, Hans-Eggert

Credit and Capital Markets – Kredit und Kapital, Vol. 26 (1993), Iss. 1 : pp. 1–21

2 Citations (CrossRef)

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Otmar Issing, Frankfurt am Main

Karl-Heinz Tödter, Frankfurt am Main

Heinz Herrmann, Frankfurt am Main

Hans-Eggert Reimers, Frankfurt am Main

Cited By

  1. Divisia-Geldmengenindizes

    Reischle, Julian

    Credit and Capital Markets – Kredit und Kapital, Vol. 30 (1997), Iss. 3 P.445

    https://doi.org/10.3790/ccm.30.3.445 [Citations: 0]
  2. Monetäres Reinvermögen versus Geldmenge M3 - eine Entgegnung

    Clostermann, Jörg | Scharnagl, Michael | Seitz, Franz

    Credit and Capital Markets – Kredit und Kapital, Vol. 30 (1997), Iss. 1 P.101

    https://doi.org/10.3790/ccm.30.1.101 [Citations: 0]

References

  1. Barnett, W. A. (1978): The User Cost of Money, Economics Letters, Vol.1, S. 145 -149.  Google Scholar
  2. Barnett, W. A. (1980): Economic Monetary Aggregates - An Application of Index Number and Aggregation Theory, Journal of Econometrics, Vol.14,S.11 - 48.  Google Scholar
  3. Barnett, W. A. (1982): The Optimal Level of Monetary Aggregation, Journal of Money, Credit, and Banking, Vol. 14, S. 687 - 710.  Google Scholar

Abstract

Interest-weighted money supply aggregates and M 3 - a comparison

In this contribution, interest-weighted money supply components and the summated simple M3 are analyzed and compared. Such interest-weighting is guided by the opportunity costs of the monetary components, i.e. the minus in terms of interest compared with higher interest-bearing financial investments that do not serve liquidity purposes. Although aggregation and index-theory reasons indicate the need for a divisa aggregate, empirical evidence rather suggests the superiority of the simple M3. Near-money supply, by contrast, is extremely sensitive to interest variations and isin no systematic way related to changes in the Gross National Product. This concept does not permit any reliable conclusions to be drawn for monetary expansion and industry’s liquidity ratio.