Structural change and long-run reversion in the ex ante real interest rate
Kon S. Lai
| 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
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| 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 |
| 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://ebvufind01.dmz1.zbw.eu/10011380146