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...

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Detalles Bibliográficos
Publicado en:Philippine Review of Economics and Business (formerly The Philippine Review of Business and Economics) Vol. XXXI, no. 1 (Jun. 1994), 1-14
Autor principal: Gochoco, Maria Socorro H.
Formato: Artículo
Lenguaje:English
Publicado: 1994
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