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Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate
Maki, Daiki - In: Economics letters 81 (2003) 3, pp. 349-354
Persistent link: https://www.econbiz.de/10001835510
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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
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Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki - In: Applied financial economics 16 (2006) 17, pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
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Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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The equilibrium relationship among money, income, prices, and interest rates : evidence from a threshold cointegration test
Maki, Daiki; Kitasaka, Shin'ichi - In: Applied economics 38 (2006) 13, pp. 1585-1592
Persistent link: https://www.econbiz.de/10003354070
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Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki - In: Economic modelling 47 (2015), pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
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Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki; Kitasaka, Shin'ichi - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548