ESTIMATING THE SIZE OF ROMANIAN SHADOW ECONOMY USING THE CURRENCY DEMAND APPROACH

Alexandru Adriana Anamaria (), Dobre Ion () and Ghinararu Catalin ()
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Alexandru Adriana Anamaria: Academia de Studii Economice Bucuresti, Cibernetica, Statistica si Informatica Economica
Dobre Ion: Academia de Studii Economice Bucuresti, Cibernetica, Statistica si Informatica Economica
Ghinararu Catalin: Institutul National de Cercetare in Domensiul Muncii si Protectiei Sociale

Annals of Faculty of Economics, 2009, vol. 2, issue 1, 623-631

Abstract: In this paper, we estimate the size and the evolution of the Romanian shadow economy in the period 1998Q1-2008Q4, using a vector error correction model. A special attention it was given to the problem of non-stationarity and cointegration. The results ind

Keywords: shadow economy; currency demand approach; VECM; Romania (search for similar items in EconPapers)
JEL-codes: C32 E41 O17 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:ora:journl:v:2:y:2009:i:1:p:623-631

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