Structural breaks, cointegration and the Fisher effect
Year of publication: |
2009
|
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Authors: | Beyer, Andreas ; Haug, Alfred A. ; Dewald, William G. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Fisher-Effekt | Kointegration | Strukturbruch | Verbraucherpreisindex | OECD-Staaten | Fisher effect | linear and nonlinear cointegration | Structural change |
Series: | ECB Working Paper ; 1013 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 599397608 [GVK] hdl:10419/153447 [Handle] RePEc:ecb:ecbwps:20091013 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C32 - Time-Series Models |
Source: |
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