Figures & data
Table 1. Descriptive statistics
Table 2. Unit root test results
Table 3. nit root test with structural breaks
Table 4. Short run estimation without break
Table 5. Long-run estimation without break
Table 6. Asymmetry Wald test without structural breaks
Table 7. Bai- Perron (Citation2003) structural break date
Table 8. Short run estimation with breaks
Table 9. Long run estimation with breaks
Table 10. Asymmetry Wald test with structural breaks