Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries

DOI10.1016/J.MATCOM.2007.10.003MaRDI QIDQ947926zbMATH OpenOpenAlexFDO

Authors C.-C. Lee, Chun-Ping Chang, Pei-Fen Chen

Publication date 8 October 2008

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2007.10.003

zbMATH Keywords

Gulf cooperation councillikelihood-based panel cointegrationmoney demand functionmoney integration

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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• scientific article; zbMATH DE number 947496
• The stability of European money demand: An investigation of M3H
• German monetary unification and the stability of the German M3 money demand function
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• The suitability of a monetary union in east Asia: what does the cointegration approach tell?

Cites work

• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Likelihood-based cointegration tests in heterogeneous panels
• Nonstationary panels, panel cointegration, and dynamic panels
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
• Spurious regression and residual-based tests for cointegration in panel data

Cited in

(2)

• The suitability of a monetary union in east Asia: what does the cointegration approach tell?
• German monetary unification and the stability of the German M3 money demand function

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