Econometric Analysis of Discrete Reforms /

The paper suggests an econometric methodology for testing the effectiveness of reforms implemented in one major step, id est, discrete reforms. The methodology is based on the exogeneity properties of variables in an econometric model. The paper specifies the preconditions for setting up an appropri...

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Bibliographic Details
Main Author: Kireyev, Alexei
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2001.
Series:IMF Working Papers; Working Paper ; No. 2001/156
Online Access:Full text available on IMF
Description
Summary:The paper suggests an econometric methodology for testing the effectiveness of reforms implemented in one major step, id est, discrete reforms. The methodology is based on the exogeneity properties of variables in an econometric model. The paper specifies the preconditions for setting up an appropriate model; suggests an economic interpretation of the tests for weak, strong, and superexogeneity; and illustrates this methodology by applying it to two cases of instantaneous reforms. The exogeneity properties of variables in a correctly specified econometric model may help uncover information on the preparation, implementation, and the outcome of such reforms, which could be useful for future policy advice.
Item Description:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Physical Description:1 online resource (38 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students