Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach

An error-correction model is used to estimate the fraction of consumers who are liquidity-constrained in 10 Asian developing countries. Our estimates of the fraction of consumers who are liquidity-constrained range between 0.25 and 0.98. We further investigate whether financial liberalization has re...

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Main Authors: Habibullah, Muzafar Shah, Smith, Peter, Wan Ngah, Wan Azman Saini
Format: Article
Language:English
English
Published: 2006
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/18022/
http://psasir.upm.edu.my/id/eprint/18022/1/Testing%20liquidity%20constraints%20in%2010%20Asian%20developing%20countries.pdf
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author Habibullah, Muzafar Shah
Smith, Peter
Wan Ngah, Wan Azman Saini
author_facet Habibullah, Muzafar Shah
Smith, Peter
Wan Ngah, Wan Azman Saini
author_sort Habibullah, Muzafar Shah
building UPM Institutional Repository
collection Online Access
description An error-correction model is used to estimate the fraction of consumers who are liquidity-constrained in 10 Asian developing countries. Our estimates of the fraction of consumers who are liquidity-constrained range between 0.25 and 0.98. We further investigate whether financial liberalization has resulted in the reduction of liquidity constraints in these countries. However, the results find support for this only in the cases of South Korea, Sri Lanka and Taiwan.
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institution Universiti Putra Malaysia
institution_category Local University
language English
English
last_indexed 2025-11-15T08:14:29Z
publishDate 2006
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spelling upm-180222015-09-17T03:59:40Z http://psasir.upm.edu.my/id/eprint/18022/ Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach Habibullah, Muzafar Shah Smith, Peter Wan Ngah, Wan Azman Saini An error-correction model is used to estimate the fraction of consumers who are liquidity-constrained in 10 Asian developing countries. Our estimates of the fraction of consumers who are liquidity-constrained range between 0.25 and 0.98. We further investigate whether financial liberalization has resulted in the reduction of liquidity constraints in these countries. However, the results find support for this only in the cases of South Korea, Sri Lanka and Taiwan. 2006-12-10 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/18022/1/Testing%20liquidity%20constraints%20in%2010%20Asian%20developing%20countries.pdf Habibullah, Muzafar Shah and Smith, Peter and Wan Ngah, Wan Azman Saini (2006) Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach. Applied Economics, 38 (21). pp. 2535-2543. ISSN 0003-6846 http://dx.doi.org/10.1080/00036840500427833 Liquidity (Economics) Finance - Developing countries Neoliberalism - Developing countries doi:10.1080/00036840500427833 English
spellingShingle Liquidity (Economics)
Finance - Developing countries
Neoliberalism - Developing countries
Habibullah, Muzafar Shah
Smith, Peter
Wan Ngah, Wan Azman Saini
Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title_full Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title_fullStr Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title_full_unstemmed Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title_short Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach
title_sort testing liquidity constraints in 10 asian developing countries: an error-correction model approach
topic Liquidity (Economics)
Finance - Developing countries
Neoliberalism - Developing countries
url http://psasir.upm.edu.my/id/eprint/18022/
http://psasir.upm.edu.my/id/eprint/18022/
http://psasir.upm.edu.my/id/eprint/18022/
http://psasir.upm.edu.my/id/eprint/18022/1/Testing%20liquidity%20constraints%20in%2010%20Asian%20developing%20countries.pdf