Structural change and long-run reversion in the ex ante real interest rate
Year of publication: |
2015
|
---|---|
Authors: | Lai, Kon S. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 16/18, p. 1281-1286
|
Subject: | real interest rate | Fisher effect | mean reversion | structural break | quantitative easing | Realzins | Real interest rate | Strukturbruch | Structural break | Fisher-Effekt | Schätzung | Estimation | Strukturwandel | Structural change | Geldpolitik | Monetary policy | Mean Reversion | Mean reversion | Inflationserwartung | Inflation expectations | Quantitative Lockerung | Quantitative easing | Einheitswurzeltest | Unit root test |
-
On structural shifts and stationarity of the ex ante real interest rate
Lai, Kon S., (2004)
-
Gülcü, Abdullah, (2018)
-
Gulcu, Abdullah, (2019)
- More ...
-
On Cross-Country Differences in the Persistence of Real Exchange Rates
Cheung, Yin-Wong, (1999)
-
Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment
Cheung, Yin-Wong, (2003)
-
Bergman, Michael, (2000)
- More ...