The following pages link to Regime-switching cointegration (Q2687854):
Displayed 4 items.
- Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? (Q2700555) (← links)
- Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) (← links)