Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10008660995
Persistent link: https://www.econbiz.de/10008660443
Persistent link: https://www.econbiz.de/10009412048
Persistent link: https://www.econbiz.de/10010474268
Persistent link: https://www.econbiz.de/10011673221
This paper employs bounds test and Unrestricted Error-Correction Model (UECM) approach to construct the Augmented Monetary Conditions Index (AMCI) over the quarterly period 1981:1-2004:4 for Singapore and compares the discrepancies using two different interest rates (i.e., time deposit rate and...
Persistent link: https://www.econbiz.de/10013048591
Persistent link: https://www.econbiz.de/10003757906
This paper constructs the Augmented Monetary Conditions Index (AMCI) from 1982:1 to 2004:4 using Unrestricted Error Correction Model (UECM) and bounds test approach for the Philippines data. The results reveal evidence of cointegration between the real Gross Domestic Product (GDP) and its...
Persistent link: https://www.econbiz.de/10014167555