Esteve, Vicente; Navarro-Ibáñez, Manuel; Prats, María A. - In: International Review of Economics & Finance 25 (2013) C, pp. 24-34
instability tests recently proposed in Kejriwal and Perron (2008, 2010) as well as the cointegration tests developed in Arai and … Kurozumi (2007) and Kejriwal (2008). The results obtained are consistent with the existence of linear cointegration between the …