Smooth Transition in China: New Evidence in the Cointegrating Money Demand Relationship

Delatte, Anne Laure; Fouquau, Julien

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Smooth Transition in China: New Evidence in the Cointegrating Money Demand Relationship

Economic Bulletin, Vol 30, No. 1, January 2010

9 Pages Posted: 1 Dec 2012

See all articles by Anne Laure Delatte

Anne Laure Delatte

Groupe ESC Rouen; Observatoire Français des Conjonctures Economiques

Julien Fouquau

ESCP Business School

Date Written: December 10, 2009

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.

Suggested Citation: Suggested Citation

Delatte, Anne Laure and Fouquau, Julien, Smooth Transition in China: New Evidence in the Cointegrating Money Demand Relationship (December 10, 2009). Economic Bulletin, Vol 30, No. 1, January 2010, Available at SSRN: https://ssrn.com/abstract=2183307