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.
Full text not available from this repository.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: | 20 Mar 2006 23:01 |
| Last Modified: | 29 Jun 2012 08:13 |
| URI: | https://repository.usp.ac.fj/id/eprint/3885 |
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