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Assessing fiscal sustainability subject to policy changes : a Markov switching cointegration approach
Gabriel, Vasco J.; Sangduan, Pataaree - In: Empirical economics : a journal of the Institute for … 41 (2011) 2, pp. 371-385
Persistent link: https://www.econbiz.de/10009305734
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Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.; Martins, Luís Filipe - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221
Persistent link: https://www.econbiz.de/10001690295