Cointegration, structural breaks and the demand for money in Bangladesh
B. Rao and
Applied Economics, 2009, vol. 41, issue 10, 1277-1283
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.
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Working Paper: Cointegration, structural breaks and the demand for money in Bangladesh (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:applec:v:41:y:2009:i:10:p:1277-1283
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