The relationship between interest rate volatility and the shadow economy in OECD countries : an asymmetric analysis
Year of publication: |
2023
|
---|---|
Authors: | Hajilee, Massomeh ; Niroomand, Farhang ; Hayes, Linda A. |
Published in: |
Australian economic papers. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8454, ZDB-ID 2006503-6. - Vol. 62.2023, 3, p. 539-566
|
Subject: | bounds testing | interest rate volatility | non-linear approach to ARDL | Asymmetric effect | shadow economy | Zins | Interest rate | Schattenwirtschaft | Underground economy | OECD-Staaten | OECD countries | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Kointegration | Cointegration |
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