[PDF][PDF] Did the SARS epidemic weaken the integration of Asian stock markets? Evidence from smooth time-varying cointegration analysis

MP Chen, CC Lee, YH Lin, WY Chen - Economic research-Ekonomska …, 2018 - hrcak.srce.hr
The purpose of this study is to examine the effect of the Severe Acute Respiratory Syndrome
(SARS) epidemic on the long-run relationship between China and four Asian stock markets …

Corporate investment and the dilemma of the monetary policy: Evidence from China

J Wan, CC Lee - Economic Analysis and Policy, 2023 - Elsevier
This research examines the role of corporate investment inefficiency and abnormal
investment behaviors on the effectiveness of monetary policy in China's transitional …

[HTML][HTML] Decoupling of CO2 emissions and GDP: A time-varying cointegration approach

JI Mikayilov, FJ Hasanov, M Galeotti - Ecological indicators, 2018 - Elsevier
The relationship between CO 2 emissions, the main gas responsible for global warming,
and economic growth is among the most studied themes of environmental economics …

Interest rate liberalization and household investment in China

J Lan, Z Peng, Y Pan, Y Liu - International Review of Economics & Finance, 2024 - Elsevier
In this study, we investigate the impact of interest rate liberalization on household investment
behavior in China using data from the China Household Finance Survey from 2011 to 2019 …

Does digital finance change the stability of money demand function? Evidence from China

M Zhan, L Wang, S Zhan, Y Lu - Journal of Asian Economics, 2023 - Elsevier
Understanding the stability of the money demand function is crucial for determining how
money impacts inflation and output, and optimizing monetary policy operations. Our study …

Money supply, inflation and output: an empirically comparative analysis for Vietnam and China

PD Long, BQ Hien, PTB Ngoc - Asian Journal of Economics and …, 2024 - emerald.com
Purpose This study focuses on analyzing the relation between money supply, inflation and
output in Vietnam and China. Design/methodology/approach Using the error correction …

The determinants of money demand in China

X Dou - Cogent Economics & Finance, 2018 - Taylor & Francis
Money demand and its stability have a great impact on the economy of a country. Because
China's financial and monetary system has been in reform, there are many uncertainties in …

Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach

J Wu, M Bahmani-Oskooee, T Chang - Empirica, 2018 - Springer
This study revisits purchasing power parity (PPP) for the G6 countries (ie, Canada, Italy,
Japan, France, Germany, the UK) using smooth time-varying cointegrating approach …

China's money demand in a cointegrating vector error correction model

X Chen, P Wohlfarth, RP Smith - Journal of Asian Economics, 2021 - Elsevier
This paper estimates open-economy macroeconomic models of the Chinese economy
allowing for the structural change caused by the 1992 reforms. Unrestricted vector …

Electronic payments and money demand in China

JT Hwang, M Wen - Economic Analysis and Policy, 2024 - Elsevier
This paper constructs the money demand function including the variable of electronic
payments while adopting the Autoregressive Distributed Lag (ARDL) bounds testing …