Cointegration, structural breaks and the demand for money in Bangladesh
This article allows for endogenous structural breaks in the cointegration equation and investigates if there is a stable demand for money for Bangladesh. We have used the Gregory and Hansen framework and found that there was an intercept shift and a well-determined and stable demand for money in Bangladesh exists.
Year of publication: |
2009
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Authors: | Rao, B. Bhaskara ; Kumar, Saten |
Published in: |
Applied Economics. - Taylor & Francis Journals, ISSN 0003-6846. - Vol. 41.2009, 10, p. 1277-1283
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Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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