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

Julien Fouquau and Anne-Laure Delatte

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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 nonlinearity.

Keywords: China Money Demand; Non-linearity; Cointegrating STR (search for similar items in EconPapers)
Date: 2010-01-18
Note: View the original document on HAL open archive server: https://hal.science/hal-00565520
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Citations: View citations in EconPapers (2)

Published in Economics Bulletin, 2010, vol.30, n°1, pp.265-273

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Journal Article: Smooth transition in China: New evidence in the cointegrating money demand relationship (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00565520

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