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Time varying cointegration with an application to the UK Great Ratios

Kapetanios, George and Millard, Stephen and Petrova, Katerina and Price, Simon (2020) Time varying cointegration with an application to the UK Great Ratios. Economics Letters, 193. p. 109213. DOI https://doi.org/10.1016/j.econlet.2020.109213



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Filename: GreatRatios_JEL_Mar_2020_RRS_katerina_2.pdf

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