On mean reversion in real interest rates : an application of threshold cointegration
Adusei Jumah; Robert M. Kunst
| Year of publication: |
2002
|
|---|---|
| Authors: | Jumah, Adusei ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Realzins | Real interest rate | Quantitätstheorie | Quantity theory of money | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätzung | Estimation | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | Mean Reversion | Mean reversion | Autokorrelation | Autocorrelation | Zinsfuß | Inflationsrate | Prognose | Internationaler Vergleich |
| Extent: | 27 S |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 109 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S 14 - 15 Internetausg.: http://www.ihs.ac.at/publications/eco/es-109.pdf |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001642276