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Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions. (2013). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, H. Peter ; A. M. Robert Taylor, .
In: Discussion Papers.
RePEc:kud:kuiedp:1313.

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  1. Interest rate pass-through: a nonlinear vector error-correction approach. (2016). Popiel, Michal.
    In: Working Papers.
    RePEc:qed:wpaper:1352.

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  2. Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2058.

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