Regime-Sensitive Cointegration with an Application to Interest-Rate Parity

C-Tier

Journal: Macroeconomic Dynamics

Year: 1997

Volume: 1

Issue: 3

Pages: 640-657

Authors (2)

SIKLOS, PIERRE L. (not in RePEc) GRANGER, CLIVE W.J.

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count