REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
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Publication:4233484
DOI10.1017/S1365100597004057zbMath0916.90051MaRDI QIDQ4233484
Clive W. J. Granger, Pierre L. Siklos
Publication date: 22 April 1999
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1365100597004057
91B84: Economic time series analysis
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