Bec, Frédérique; Salem, Mélika Ben - In: Revue d'économie politique 114 (2004) 4, pp. 467-488
Threshold adjustment of cointegrated processes What do we know about three-regime models? This paper focuses on the threshold cointegration concept as introduced by Balke and Fomby in 1997 within three-regime threshold models. The main goal is to propose an overview of this ever growing...