Title:

A Simple Method of Testing for Cointegration Subject to Multiple Regime Changes

Authors:

Vasco Gabriel (U Minho)
Zacharias Psaradakis (Birkbeck Col)
Martin Sola (U Torcuato di Tella)

Journal:

Economics Letters

Year:

2002

Volume:

76

Pages:

213-221

JEL codes:

G35 - Payout Policy
C32 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates