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Rupture structurelle et demande de monnaie au Rwanda

  • Jean-François Goux

    ()

    (University of Lyon, Lyon, F-69003, France; CNRS, UMR 5824, GATE, Ecully, F-69130, France; ENS LSH, Lyon, F-69007, France ; Centre Leon Berard, Lyon, F-69003, France)

  • Thomas Rusuhuzwa Kigabo

    ()

    (Département d’Economie, Université Nationale du Rwanda et Banque Nationale du Rwanda)

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    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.

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    File URL: ftp://ftp.gate.cnrs.fr/RePEc/2007/0727.pdf
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    Paper provided by Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure in its series Working Papers with number 0727.

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    Length: 30 pages
    Date of creation: Nov 2007
    Date of revision:
    Handle: RePEc:gat:wpaper:0727
    Contact details of provider: Postal: 93, chemin des Mouilles - B.P.167 69131 - Ecully cedex
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    Fax: 33(0)47229 30 90
    Web page: http://www.gate.cnrs.fr/

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    1. Aüssi Sayinzoga & Richard Simson, 2006. "Monetary Policy In Rwanda: A Cointegration Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 74(1), pages 65-78, 03.
    2. Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.
    3. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
    4. Hall, Alastair R, 1994. "Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 461-70, October.
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