Instability tests in cointegration relationships : an application to the term structure of interest rates
Year of publication: |
2002
|
---|---|
Authors: | Camarero Olivas, Mariam ; Tamarit Escalona, Cecilio R. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 19.2002, 5, p. 783-799
|
Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Zinsstruktur | Yield curve | Spanien | Spain | 1980-1996 |
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