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Money demand in China and time-varying cointegration

✍ Scribed by Haomiao Zuo; Sung Y. Park

Book ID
116362181
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
781 KB
Volume
22
Category
Article
ISSN
1043-951X

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## Abstract Conventionally, the money demand function is estimated using a regression of the logarithm of money demand on either the interest rate or the logarithm of the interest rate. This equation is presumed to be a cointegrating regression. In this paper, we aim to combine the logarithmic spec