Nonlinear cointegration
Om projektet
Projektuppgifter
This project develops and evaluates tests for nonlinear cointegration based on its proposed definition of smooth-transition cointegration which allows regime switching structure in a cointegrated system. The future work is going to demonstrate the viability in an application to Swedish macroeconomic data.
Forskare
Forskargrupper
Samarbetspartners
- Changli He, Högskolan Dalarna