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  • Search: subject:"cointegrating time-varying smooth transition regression model"
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Year of publication
Subject
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Chinese economy 1 cointegrating time-varying smooth transition regression model 1 money demand 1 seasonal unit-root test 1
Online availability
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Delatte, Anne-Laure 1 Fouquau, Julien 1 Holz, Carsten A. 1
Institution
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1
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BOFIT Discussion Papers 1
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RePEc 1
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Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
Delatte, Anne-Laure; Fouquau, Julien; Holz, Carsten A. - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2011
objective of giving a functional form to the transition in money demand. Applying the cointegrating Time-Varying Smooth … Transition Regression model proposed by Choi and Saikkonen (2004) on a constructed dataset spanning the period from 1984 to 2010 …
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