References
- Engle, R. and Granger, C. (1987) Cointegration and error correction: representation, estimation and testing, Econometrica, 55, 251–76. doi:10.2307/1913236.
- Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration – with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169–210. doi:10.1111/j.1468-0084.1990.mp52002003.x.
- Katrakilidis, C. and Trachanas, E. (2012) What drives housing price dynamics in Greece: new evidence from asymmetric ARDL cointegration, Economic Modelling, 29, 1064–9. doi:10.1016/j.econmod.2012.03.029.
- Lamotte, O., Porcher, T., Schalck, C. et al. (2013) Asymmetric gasoline price responses in France, Applied Economics Letters, 20, 457–61. doi:10.1080/13504851.2012.714063.
- Narayan, P. K. (2005) The saving and investment nexus for China: evidence from cointegration tests, Applied Economics, 37, 1979–90. doi:10.1080/00036840500278103.
- Pesaran, M. H., Shin, Y. and Smith, R. J. (2001) Bounds testing approaches to the analysis of level relationships, Journal of Applied Econometrics, 16, 289–326. doi:10.1002/jae.616.
- Shin, Y., Yu, B. and Greenwood-Nimmo, M. J. (2013) Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. Framework (21 October 2013). Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1807745 (accessed 15 November 2013).