Smooth transition in China: New evidence in the cointegrating money demand relationship
AbstractUsing linearity tests proposed by Choi and Saikkonen (2004), this paper finds evidence of a non-linear cointegrating money demand relationship in China during the 1987-2008 period and identifies potential explanations for this nonlinearity.
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Bibliographic InfoPaper provided by HAL in its series Post-Print with number hal-00565520.
Date of creation: 18 Jan 2010
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Publication status: Published, Economics Bulletin, 2010, vol.30, n°1, pp.265-273
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China Money Demand; Non-linearity; Cointegrating STR;
Other versions of this item:
- Anne laure Delatte & Julien Fouquau, 2010. "Smooth transition in China: New evidence in the cointegrating money demand relationship," Economics Bulletin, AccessEcon, vol. 30(1), pages 265-273.
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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