A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure

B-Tier

Journal: International Journal of Forecasting

Year: 2004

Volume: 20

Issue: 2

Pages: 219-236

Authors (2)

Clements, Michael P. (not in RePEc) Galvao, Ana Beatriz (University of Warwick)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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