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Anne laure Delatte and Julien Fouquau
 
''Smooth transition in China: New evidence in the cointegrating money demand relationship''
( 2010, Vol. 30 No.1 )
 
 
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.
JEL: E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit: General
C3 - Time-Series Models
 
Manuscript Received : Dec 10 2009 Manuscript Accepted : Jan 18 2010

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