English, Article, Journal or magazine article edition: Rupture structurelle et demande de monnaie au Rwanda Jean-François Goux; Thomas Rusuhuzwa Kigabo

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Bookmark: http://trove.nla.gov.au/version/200149
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Rupture structurelle et demande de monnaie au Rwanda
Author
  • Jean-François Goux
  • Thomas Rusuhuzwa Kigabo
Physical Description
  • preprint
Notes
  • Cette étude examine, pour le cas du Rwanda, si l’existence d’une relation cointégrante de demande de monnaie peut être établie en tenant compte de possibilités de rupture dans la structure de tendance des variables utilisées dans la modélisation. Nous prenons en compte ainsi les différents événements que le pays a connu pendant la période d’étude choisie (premier trimestre1980 – dernier trimestre 1999). Cette méthode permet effectivement de mettre en évidence une telle relation au niveau de la vitesse de circulation de M1, sensible au taux d’intérêt et au taux de change. Elle existe également pour la demande de monnaie M2.
  • demande de monnaie ; ruptures structurelles ; Rwanda
  • RePEc:hal:journl:halshs-00201224_v1
  • This study examines, for the case of Rwanda, if the existence of a cointegration relation for money demand can be established by taking account of possibilities of break in the structure of trend of the variables used in modelling. We thus take into account the various events that the country knew for the selected period of study (First quarter 1980 - last quarter 1999). This method makes it possible indeed to highlight such a relation for the velocity of circulation of M1, sensitive to the interest rate and the rate of exchange. It also exists for the money demand M2.
  • sequential money demand, Rwanda, structural breaks
  • RePEc:gat:wpaper:0727
Language
  • English
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