英文文献：The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010-《重新审视西班牙利率期限结构:伴随多重结构性断裂的协整，1974-2010
英文文献作者：Vicente Esteve,Manuel Navarro-Ibá?ez,María A. Prats
英文文献摘要：
In this paper we consider the possibility that a linear cointegrated regression model with multiples structural changes would provide a better empirical description of the term structure model of interest rates. Our methodology is based on instability tests recently proposed in Kejriwal and Perron (2010) as well as the cointegration test in Arai and Kurozumi (2007) and Kejriwal (2008) developed to allow for multiple breaks under the null hypothesis of cointegration.

本文考虑了多重结构变化的线性协整回归模型能够更好地对利率期限结构模型进行实证描述。我们的方法基于最近由Kejriwal和Perron(2010)提出的不稳定性测试，以及Arai和Kurozumi(2007)和Kejriwal(2008)提出的协整检验，该协整检验允许协整零假设下的多重断裂。