This page in English

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