Testing for market integration: a multiple cointegration approach

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dc.contributor.authorSivapuile, Param
dc.contributor.authorJayasuriya, Sisira
dc.date.accessioned2023-04-25T09:42:35Z
dc.date.available2023-04-25T09:42:35Z
dc.date.issued1992-08
dc.description.abstractIn this paper we demonstrate the use of Johansen's multiple cointegration technique as a test for market integration. We argue that this method overcomes many of the limitations of previous techniques for testing market integration. An application of this test to the Philippines rice markets indicates that these markets are well integrated.en_US
dc.identifier.isbn085816857X
dc.identifier.urihttp://econspace.ips.lk/handle/789/3684
dc.language.isoenen_US
dc.publisherLatrobe Universityen_US
dc.subjectmarket integrationen_US
dc.titleTesting for market integration: a multiple cointegration approachen_US
dc.typeOtheren_US
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