Smooth transition in China: New evidence in the cointegrating money demand relationship

Using 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.

MoreLess

Year of publication:	2010-01-18
Authors:	Fouquau, Julien ; Delatte, Anne-Laure
Institutions:	HAL
Subject:	China Money Demand \| Non-linearity \| Cointegrating STR

More details

Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://hal-rbs.archives-ouvertes.fr/hal-00565520 Published, Economics Bulletin, 2010, vol.30, n°1, pp.265-273
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010898728