Siklos, Pierre - Department of Economics, School of Business and Economics - 2006
://www.wlu.ca/sbe/psiklos
Key words: cointegration breakdown, real time data, Phillips curve
JEL Classifications: E01, E31, C53
1
1 … time. In any event, the
cointegration breakdown could be informative about changes in the economy that might serve as
a … property can take place toward the end of a sample. End-of-sample cointegration
breakdown tests, recently introduced by …
