Lim, Shiok Ye; Chia, Ricky Chee-Jiun; Ho, Chong Mun - In: Economics Bulletin 30 (2010) 2, pp. 1182-1190
This study is able to uncover long-run cointegration relationship for Singapore and South Korea, based on the Breitung (2001) rank test procedures. Breitung (2001) rank test can detect both linear and nonlinear cointegration relationships, added value to the literature with strong evidences of...
