Changes in persistence, spurious regressions and the Fisher hypothesis
Robinson Kruse, Daniel Ventosa-Santaulària and Antonio E. Noriega
| Year of publication: |
Jun 2017
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| Authors: | Kruse, Robinson ; Ventosa-Santaulària, Daniel ; Noriega-Muro, Antonio E. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 3, p. 1-28
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| Subject: | Fisher hypothesis | inflation | spurious regression | structural breaks | Fisher-Effekt | Fisher effect | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Inflation | Theorie | Theory | Schätzung | Estimation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011708765