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Smooth transition in China: New evidence in the cointegrating money demand relationship
- Source :
- Economics Bulletin, Economics Bulletin, Economics Bulletin, 2010, vol.30, n°1, pp.265-273
- Publication Year :
- 2010
- Publisher :
- HAL CCSD, 2010.
-
Abstract
- International audience; 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.
- Subjects :
- [SHS.ECO.FIN]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.fin
China Money Demand
[SHS.ECO.FIN] Humanities and Social Sciences/Economics and Finance/domain_shs.eco.fin
JEL: E - Macroeconomics and Monetary Economics/E.E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit
China Money Demand, Non-linearity, Cointegrating STR
jel:E5
jel:C3
JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables
Cointegrating STR
Non-linearity
China Money Demand,Non-linearity,Cointegrating STR
Subjects
Details
- Language :
- English
- ISSN :
- 15452921
- Database :
- OpenAIRE
- Journal :
- Economics Bulletin, Economics Bulletin, Economics Bulletin, 2010, vol.30, n°1, pp.265-273
- Accession number :
- edsair.dedup.wf.001..0d4f0faaccda2b82b277fd775738cefd