Cointegration, structural breaks and the demand for money in Bangladesh

B. Bhaskara Rao () and Saten Kumar ()

Applied Economics, 2009, vol. 41, issue 10, pages 1277-1283

Abstract: 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.

Date: 2009

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Working Paper: Cointegration, structural breaks and the demand for money in Bangladesh (2007)
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