Paradiso, Antonio; Kumar, Saten; Lucchetta, Marcella - In: Economic Modelling 42 (2014) C, pp. 20-28
This paper has investigated the determinants of total consumer credit for the USA over the period 1968:Q1 to 2011:Q3. Using Breitung's (2001) non-parametric rank tests, we find the existence of linear cointegrating relationships in the consumer credit models. Enders and Siklos' (2001) threshold...
