An Empirical Study of Money Demand Function with Asymmetric Adjustment: The Case of BRICs

碩士 === 靜宜大學 === 財務金融研究所 === 96 === The long-run equilibrium relationship for the money demand function in the BRICs is investigated by the asymmetrical TAR and M-TAR cointegration tests developed by Enders and Granger (1998) and Enders and Siklos (2001). Empirical results indicate that real M2 money...

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Bibliographic Details
Main Authors: Yi-jen Chen, 陳怡蓁
Other Authors: Chi-wei Su
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/76994089079126252727