, applies a cointegration test with regime changedeveloped by Gregory y Hansen (1996), which allows present statistical evidence …

for a group of 17 OECD countries point to weak …scal sustainability, as well as to the existence of cointegration between …

obtained for a group of 17 OECD countries point to weak fiscal sustainability, as well as to the existence of cointegration …

periodic model and to exploit the possible cointegration and common feature properties of the variables in order to obtain a …

This paper introduces a class of cointegration tests based on estimated low-pass and high-pass regression coefficients … cointegration in a n + k multivariate system with n cointegrating relationships without the need of either detrending nor … cointegration under the null without the need of special tables.  Small sample quantiles for these wavelet statistics are obtained …

This paper examines a test for the null of cointegration in a multivariate system based on the discrepancy between the … offering a simple way of testing for cointegration under the null without the need of special tables.  Small sample critical … perform quite reasonably when compared to other tests of the null of cointegration. …

It is widely accepted that long-run elasticities of demand for electricity are not stable over time. We model long …