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Simon Price 2019 - Central bank research hub

Papers by year: All | 2019 | 2017 | 2015 | 2014 | 2009 | 2008 | 2007 | 2006 | 2004 | 2003

Time-varying cointegration and the UK great ratios

by Katerina Petrova , George Kapetanios , Stephen Millard and Simon Price

Bank of England Working Papers (Paper: 789, 18.04.2019)

JEL: C14, C26, C51, O40