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~subject:"Kointegration"
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Kointegration
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Kitasaka, Shin'ichi
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Maki, Daiki
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki
;
Kitasaka, Shin'ichi
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548
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2
The equilibrium relationship among money, income, prices, and interest rates : evidence from a threshold cointegration test
Maki, Daiki
;
Kitasaka, Shin'ichi
- In:
Applied economics
38
(
2006
)
13
,
pp. 1585-1592
Persistent link: https://www.econbiz.de/10003354070
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