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

Anne-Laure Delatte and Julien Fouquau

Economics Bulletin, 2010, vol. 30, issue 1, 265-273

Abstract: 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.

Keywords: China Money Demand; Non-linearity; Cointegrating STR. (search for similar items in EconPapers)
JEL-codes: C3 E5 (search for similar items in EconPapers)
Date: 2010-01-18
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Citations: View citations in EconPapers (2)

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Working Paper: Smooth transition in China: New evidence in the cointegrating money demand relationship (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-09-00767

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