Testing for structural change a cointegration approach

This study investigates whether exogenous shocks and/or economic reform programs such as the financial liberalization program of the early 80s resulted in changes in the dynamic equilibrium relationships among money, output, prices and in some cases, interest rates. Cointegrating vectors for these v...

Disgrifiad llawn

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Philippine Review of Economics and Business (formerly The Philippine Review of Business and Economics) Vol. XXXI, no. 1 (Jun. 1994), 1-14
Prif Awdur: Gochoco, Maria Socorro H.
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: 1994
Pynciau: