Forskningsprojekt

Nonlinear cointegration

Om projektet

Projektuppgifter

Projektstatus

Avslutat

Kontaktperson

Sune Karlsson

Forskningsämne

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