مرکز منطقه ای اطلاع رساني علوم و فناوري - Instability tests in cointegration relationships. An application to the term structure of interest rates

Title of article :

Instability tests in cointegration relationships. An application to the term structure of interest rates

Author/Authors :

Mariam Camarero، نويسنده , , Cecilio Tamarit، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

783

To page :

799

Keywords :

Structural Change , Term structure of interest rates , cointegration

Journal title :

Economic Modelling

Serial Year :

2002

Journal title :

Economic Modelling

Record number :

227548

Link To Document :