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Cointegration analysis in the presence of structural breaks in the deterministic trend

  • Published:2000-12-01 Issue:2 Volume:3 Page:216-249
  • ISSN:1368-4221
  • Container-title:The Econometrics Journal
  • language:en
  • Short-container-title:

Author:

Johansen Søren1,Mosconi Rocco2,Nielsen Bent3

Affiliation:

1. Economics Department, European University Institute, Via Roccettini 9, 50016 San Domenico di Fiesole, Italy

2. Dipartimento di Economia e Produzione, Politecnico di Milano, Piazza L. da Vinci 32, 20133 Milano, Italy

3. Department of Economics, University of Oxford & Nuffield College, Oxford OX1 1NF, UK

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

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