Mean reversion of real interest rates : further evidence based on a unit root test with a fourier function
Chih-Kai Chang; Tsangyao Chang
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang, Chih-kai ; Chang, Tsangyao |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 11, p. 1149-1156
|
| Subject: | Einheitswurzeltest | Unit root test | Realzins | Real interest rate | Theorie | Theory | Mean Reversion | Mean reversion | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199220