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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/76994089079126252727 |