Cointegration, structural breaks and the demand for money in Bangladesh

C-Tier
Journal: Applied Economics
Year: 2009
Volume: 41
Issue: 10
Pages: 1277-1283

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:taf:applec:v:41:y:2009:i:10:p:1277-1283
Journal Field
General
Author Count
2
Added to Database
2026-01-25