Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries
Chi-Wei Su; Hsu-Ling Chang; Lin Liu
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Chi-Wei ; Chang, Hsu-Ling ; Liu, Lin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2719-2723
|
| Subject: | Fourier stationary test | Structural change | Trend breaks | Real interest rate parity | Realzins | Real interest rate | Zinsparität | Interest rate parity | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Strukturwandel |
| 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/10009673618