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...
| Publicado en: | The Philippine Review of Business and Economics Vol. XXXI, No. 1 (June 1994), p. 1-14. |
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| Autor principal: | |
| Formato: | Analytics |
| Lenguaje: | English |
| Publicado: |
1994.
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