• Title of article

    Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

  • Author/Authors

    Chris Brooks، نويسنده , , Alistair G. Rew، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    26
  • From page
    65
  • To page
    90
  • Keywords
    Eurocurrency interest rates , Rational expectations , Unit roots , Structural breaks , Perron test , Cointegration tests , AugmentedDickey Fuller test
  • Journal title
    Economic Modelling
  • Serial Year
    2002
  • Journal title
    Economic Modelling
  • Record number

    227516

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227516