REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
| Year of publication: |
1997
|
|---|---|
| Authors: | SIKLOS, PIERRE L. ; GRANGER, CLIVE W.J. |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 1.1997, 03, p. 640-657
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |