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

Economic Modelling

Volumn 19, Issue 5, 2002, Pages 783-799

  Camarero, Mariam ^a   Tamarit, Cecilio ^b  

^a UNIVERSITAT JAUME I   (Spain)

^b UNIVERSITY OF VALENCIA   (Spain)

Author keywords

Cointegration; Structural change; Term structure of interest rates

Indexed keywords

EID: 0036338749     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(01)00079-7     Document Type: Article

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