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Article
Threshold Effects in Cointegrating Relationships
Oxford Bulletin of Economics and Statistics (2006)
  • Jesus Gonzalo, Universidad Carlos III de Madrid
  • Jean-Yves Pitarakis, University of Southampton
Disciplines
Publication Date
December, 2006
Citation Information
Jesus Gonzalo and Jean-Yves Pitarakis. "Threshold Effects in Cointegrating Relationships" Oxford Bulletin of Economics and Statistics Vol. 68 Iss. 1 (2006)
Available at: http://works.bepress.com/pitarakis/7/