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Applied Economics Letters Volume 11, 2004 - Issue 14
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Original Articles

Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship

Steven Cook
Pages 879-884 | Published online: 22 Aug 2006

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Zekeriya Yildirim. (2015) Relationships among labour productivity, real wages and inflation in Turkey. Economic Research-Ekonomska Istraživanja 28:1, pages 85-103.
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Pui Sun Tam. (2012) Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks. Applied Economics Letters 19:11, pages 1061-1064.
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Lusine Lusinyan & John Thornton. (2011) Unit roots, structural breaks and cointegration in the UK public finances, 1750–2004. Applied Economics 43:20, pages 2583-2592.
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Lusine Lusinyan & John Thornton. (2009) The sustainability of South African fiscal policy: an historical perspective. Applied Economics 41:7, pages 859-868.
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Articles from other publishers (9)

Mário Jorge Mendonça, Tito Belchior S. Moreira & Adolfo Sachsida. (2017) Uma avaliação da demanda creditícia para automóveis no Brasil no período de 2000 a 2012. Economia e Sociedade 26:2, pages 427-457.
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André Cieplinski, Julia Braga & Ricardo Summa. (2017) Uma avaliação acerca da falha empírica do teorema da paridade descoberta da taxa de juros entre o Real e o Dólar. Economia e Sociedade 26:2, pages 401-426.
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Cláudio Hamilton Matos dos Santos, André Cieplinski, Débora M. Pimentel & Gustavo Bhering. (2017) Por que a elasticidade-preço das importações é baixa no Brasil? Evidências a partir das desagregações das importações por categorias de uso. Economia e Sociedade 26:1, pages 141-164.
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CLAÚDIO H. M. DOS SANTOS, ANDRÉ DE MELO MODENESI, GABRIEL SQUEFF, LUCAS VASCONCELOS, MÔNICA MORA, THAIS FERNANDES, THIAGO MORAES, ICARDO SUMMA & JULIA BRAGA. (2016) Revisitando a dinâmica trimestral do investimento no Brasil: 1996-2012. Revista de Economia Política 36:1, pages 190-213.
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Niloufer Sohrabji. (2010) Analyzing the Sustainability of India's Current Account Position Following the Reforms of the Early 1990s. Journal of Asia Business Studies 4:2, pages 86-92.
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Mário Jorge Cardoso de Mendonça, Cláudio Hamilton Matos dos Santos & Adolfo Sachsida. (2009) Revisitando a função de reação fiscal no Brasil pós-Real: uma abordagem de mudanças de regime. Estudos Econômicos (São Paulo) 39:4, pages 873-894.
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Cláudio H. dos Santos & Manoel Carlos de Castro Pires. (2009) Qual a sensibilidade dos investimentos privados a aumentos na carga tributária brasileira? Uma investigação econométrica. Revista de Economia Política 29:3, pages 213-231.
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Simon Dubecq & Imen Ghattassi. (2009) Consumption-Wealth Ratio and Housing Prices. SSRN Electronic Journal.
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Niloufer Sohrabji. (2009) Is India's Current Account Position Sustainable?. SSRN Electronic Journal.
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