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~isPartOf:"Cardiff economics working papers"
~isPartOf:"Economic modelling"
~person:"Brooks, Chris"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Exchange rates"
~subject:"Fiscal policy"
~subject:"Inflation"
~subject:"Kinder"
~subject:"Rationale Erwartung"
~subject:"Theorie"
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Testing for non-stationarity and cointegration allowing for the possibility of a struktural break : an application to EuroSterling interest rates
Brooks, Chris
;
Rew, Alistair G.
- In:
Economic modelling
19
(
2002
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001638835
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