Alternative approaches to real exchange rates and real interest rates : three up and three down
Year of publication: |
1999
|
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Authors: | Edison, Hali J. ; Melick, William Robert |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 4.1999, 2, p. 93-111
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Subject: | Kaufkraftparität | Purchasing power parity | Realzins | Real interest rate | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Kanada | Canada | Deutschland | Germany | Japan | 1974-1994 |
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