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 non-linearity.

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Year of publication:	2010-01-18
Authors:	Delatte, Anne laure ; Fouquau, Julien
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 30.2010, 1, p. 265-273
Publisher:	AccessEcon
Subject:	China Money Demand \| Non-linearity \| Cointegrating STR

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008543356