Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece

Economic Modelling

Volumn 22, Issue 4, 2005, Pages 665-682

  Aslanidis, Nektarios ^a   Kouretas, Georgios P ^a  

^a UNIVERSITY OF CRETE   (Greece)

Author keywords

Non linearity; Parallel market premium; Regime switching; Threshold cointegration; Vector error correction models

Indexed keywords

EID: 22544456230     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2005.02.002     Document Type: Article

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