Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

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Multivariate Panel Cointegration Models and Money Demand Function

Authors
Chang Chun Ping1, Lee Chien-Chiang
1Institute of Interdisciplinary Studies for Social Science
Corresponding Author
Chang Chun Ping
Available Online October 2006.
DOI
10.2991/jcis.2006.154How to use a DOI?
Keywords
Money demand function, Likelihood-based panel cointegration, GCC
Abstract

Is just only one cointegrating vector among the panel variables? Based on the multivariate maximum likelihood cointegration tests offered by Larsson et al. (2001), the findings here provide solid evidence of the presence of at least two cointegrated vectors for the money demand function in GCC countries.

Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
Series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
10.2991/jcis.2006.154
ISSN
1951-6851
DOI
10.2991/jcis.2006.154How to use a DOI?
Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Chang Chun Ping
AU  - Lee Chien-Chiang
PY  - 2006/10
DA  - 2006/10
TI  - Multivariate Panel Cointegration Models and Money Demand Function
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SP  - 681
EP  - 684
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.154
DO  - 10.2991/jcis.2006.154
ID  - ChunPing2006/10
ER  -