A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates

C-Tier

Journal: Open Economies Review

Year: 2005

Volume: 16

Issue: 2

Pages: 107-133

Authors (3)

Marco Barassi (not in RePEc) Guglielmo Caporale (Brunel University London) Stephen Hall (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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