Cointegration, structural breaks and the demand for money in Bangladesh
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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Document Type: Research Article
Affiliations: School of Economics, University of the South Pacific and University of Western Sydney, Suva, Fiji
Publication date: 2009-04-01