Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models

Economic Modelling

Volumn 28, Issue 6, 2011, Pages 2634-2656

  Chevallier, Julien ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Carbon price; Cointegration; Industrial production; Markov switching VAR; Threshold cointegration test; Threshold vector error correction; VAR

Indexed keywords

EID: 80052764375     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2011.08.003     Document Type: Article

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