provided by Research Papers in Economics
June 2000
A comparative study of alternative econometric packages: an application to Italian deposit
interests rates
by Giuseppe Bruno and Riccardo De Bonis1
1. Introduction................................................................... 2
2. A survey of the literature.................................................... 3
3. The data and the hypotheses to test......................................... 5
4. Econometric results........................................................... 7
5. Comparisonamongsomeeconometricpackages.......................... 9
6. Conclusions..................................................................... 17
Appendix 1. Program listings.
Appendix 2. The data.
1 Banca d’Italia, Research Department. We thank Filippo Altissimo, Carlo Bianchi, Grazia Marchese and
Federico Signorini for helpful comments. Remaining errors are our own. Edoardo Tagliaferri provided
research assistance. The views expressed in the paper are those of the authors and do not involve the
responsibility of Banca d’Italia.