Nonlinear Trends and Co-trending in Canadian Money Demand
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Recommendations
- Tests for nonlinear cointegration
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- Vector autoregressive processes with nonlinear time trends in cointegrating relations
- Tests of cointegrating rank with trend-break
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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