Narrow search
Showing 1 - 4 of 4
Cover Image
A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu - In: Journal of quantitative economics 17 (2019) 2, pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
Cover Image
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 128 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
Cover Image
Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms
Kurita, Takamitsu; Nielsen, Bent - 2018
Persistent link: https://www.econbiz.de/10012492530
Cover Image
Stability between cryptocurrency prices and the term structure
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 165 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015051128