Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Chaido Dritsaki
| Year of publication: |
2017
|
|---|---|
| Authors: | Dritsaki, Chaido |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 6, p. 120-129
|
| Subject: | Fisher Effect | ARDL Cointegration Test | Error Correction Model | Toda-Yamamoto Causality Test | Kointegration | Cointegration | Inflation | Kausalanalyse | Causality analysis | Zins | Interest rate | Fisher-Effekt | Fisher effect | Großbritannien | United Kingdom | Schätzung | Estimation | Schätztheorie | Estimation theory | Deutschland | Germany |
freely available
| 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/10011948274