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

DOI10.1016/j.matcom.2007.10.003zbMath1144.91350OpenAlexW2071760645MaRDI QIDQ947926

Chun-Ping Chang, Pei-Fen Chen, Chien-Chiang Lee

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

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

Cites Work

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

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