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Cointegration, structural breaks and the demand for money in Bangladesh

Rao, Bhaskara B. and Kumar, Saten (2006) Cointegration, structural breaks and the demand for money in Bangladesh. School of Economics, the University of the South Pacific, Suva, Fiji.

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Abstract

This paper 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.

Item Type: Other
Additional Information: Working Paper 2006/31.
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Business and Economics (FBE) > School of Economics
Depositing User: Ms Neha Harakh
Date Deposited: 21 Mar 2006 11:01
Last Modified: 29 Jun 2012 20:13
URI: http://repository.usp.ac.fj/id/eprint/3885
UNSPECIFIED

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