Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Year of publication: |
2020
|
---|---|
Authors: | Gil-Alaña, Luis A. ; Mudida, Robert ; Abakah, Emmanuel Joel Aikins |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 57, p. 6171-6182
|
Subject: | Central bank policy rates | linkages | fractional integration | fractional cointegration | Kointegration | Cointegration | Schätzung | Estimation | Zentralbank | Central bank | Geldpolitik | Monetary policy | Afrika | Africa | Deutschland | Germany |
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