Are money, interest rates, output and the exchange rate cointegrated? implications for monetary targeting

This study examines the relationship between various monetary aggregates and real income, the 91-day treasury bill rate, and the nominal exchange rate using the Engle and Granger cointegration method. The ide is that the choice for a monetary target should be controllable by the Central Bank and mus...

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Bibliographische Detailangaben
Veröffentlicht in:Philippine Review of Economics and Business (formerly The Philippine Review of Business and Economics) Vol. XXX, no. 1 (Jun. 1993), 91-101
1. Verfasser: Gochoco, Maria Socorro H.
Format: Artikel
Sprache:English
Veröffentlicht: 1993
Schlagworte: