Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Guglielmo Maria Caporale, Luis Gil-Alaña
| Year of publication: |
2019
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 159.2019, p. 140-150
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| Subject: | Fisher effect | Fractional integration | G7 countries | Long memory | G7-Staaten | Fisher-Effekt | Schätzung | Estimation | Inflation | Zinstheorie | Theory of interest | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2019.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012318834