Siddiqui, Ayesha; Ansari, Mohd Shamim; Asif, Mohammad; … - In: Economies : open access journal 10 (2022) 4, pp. 1-25
BRICS countries in a bivariate framework. We used a non-linear threshold cointegration test, which endogenously incorporates … possible regime shift behaviors into the long-run relationships from 2004 to 2018. The Johansen cointegration test, the Gregory … and Hansen cointegration test, and the Hatemi-J regime shift cointegration test, which allow for single and double …