Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990)
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scientific article; zbMATH DE number 6213611
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| English | Testing for co-integration and nonlinear adjustment in a smooth transition error correction model |
scientific article; zbMATH DE number 6213611 |
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Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (English)
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4 October 2013
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cointegration
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smooth transition vector error correction
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nonlinearity
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monetary model
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0.8972198367118835
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0.8870739936828613
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0.8426863551139832
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0.8268749117851257
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0.8258302807807922
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