Work

Tests for cointegration with two unknown regime shifts with an application to financial market integration

Year: 2008

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-007-0175-9

Author: Abdulnasser Hatemi-J

Institutions: Deakin University, University of Skövde, University of Kurdistan Hewler

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2015852510

FWCI: 6.551

Cites: 14

Cited by: 501

Related to: 10