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Instability tests in cointegration relationships. An application to the term structure of interest rates

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Author Info
Camarero, Mariam
Tamarit, Cecilio

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VB1-46DKVMS-5/2/d9953c6eaf91ba4b7781cc8d4fe2fa46
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 19 (2002)
Issue (Month): 5 (November)
Pages: 783-799
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Handle: RePEc:eee:ecmode:v:19:y:2002:i:5:p:783-799

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Web page: http://www.elsevier.com/locate/inca/30411

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  1. Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007. "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal," MPRA Paper 6310, University Library of Munich, Germany, revised 14 Dec 2007. [Downloadable!]
    Other versions:
  2. Harrison Fell, 2008. "Rights-Based Management and Alaska Pollock Processors' Supply," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 90(3), pages 579-592, 08. [Downloadable!] (restricted)
  3. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2008. "The expectations hypothesis of the term structure in the Euro area:," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-15. [Downloadable!]
  4. Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008. "Short and long run tests of the expectations hypothesis: the Portuguese case," MPRA Paper 12001, University Library of Munich, Germany. [Downloadable!]
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