Title:

Instability in Cointegration Regressions: A Brief Review with an Application to Money Demand in Portugal

Authors:

Vasco Gabriel (U Minho)
Artur Silva Lopes (UTL)
Luis Catela Nunes (U Nova)

Journal:

Applied Economics

Year:

2003

Volume:

35

Pages:

893-900

JEL codes:

E41 - Demand for Money
C51 - Model Construction and Estimation
C32 - Time-Series Models