HAUG, ALFRED A. - In: Manchester School 74 (2006) 2, pp. 214-230
This paper applies new tests for cointegration (Chao and Phillips, Journal of Econometrics, Vol. 91 (1999), pp. 279-304) and for cointegration-rank stability with unknown change point (Quintos, Journal of Econometrics, Vol. 82 (1998), pp. 289-315) to Canadian money demand. Historical data of...