Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes-Reference-Cited by-同舟云学术

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Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes

Published:2012-03-08 Issue:2 Volume:44 Page:545-561
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Nieh Chien-Chung,Yau Hwey-Yun,Hung Ken,Ou Hong-Kou,Hung Shine May

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-012-0556-6.pdf

Reference35 articles.

1. Akintoye SA, Skitmore RM (1994) A comparative analysis of the three macro price forecasting models. Constr Manage Econ 12(3): 257–270

2. Clements MP, Hendry DF (1999) On Winning Forecasting Competitions in Economics. Span Econ Rev 1: 123–160

3. Davies A (2006) Testing for international equity market integration using regime switching cointegration techniques. Rev Financ Econ 15(4): 305–321

4. Dickey DA, Fuller WA (1981) Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49: 1057–1072

5. Dolado JJ, Jenkinson T, Sosvilla-Rivero S (1990) Cointegration and unit roots. J Econ Surv 4: 249–273

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