Long-run money demand revisited: Evidence from a non-linear approach

Journal of International Money and Finance

Volumn 24, Issue 1, 2005, Pages 19-37

  Chen, Show Lin ^a   Wu, Jyh Lin ^b,c  

^a FU JEN CATHOLIC UNIVERSITY   (Taiwan)

^b NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^c NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

Cointegration; Exponential smooth transitional autoregressive process; Money demand; Transaction costs

Indexed keywords

EID: 13444291737     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2004.10.004     Document Type: Article

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