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| Anne laure Delatte and Julien Fouquau |
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| ''Smooth transition in China: New evidence in the cointegrating money demand relationship'' |
| ( 2010, Vol. 30 No.1 ) |
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| 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.
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| 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 |
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| Manuscript Received : Dec 10 2009 | | Manuscript Accepted : Jan 18 2010 |
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