New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
Authors: | Weidmann, Jens |
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Institutions: | University of Bonn, Germany |
Subject: | Inflation | interest rates | unit-roots | cointegration | bootstrap | Monte Carlo | threshold cointegration | SETAR-models |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper SFB Number 303 B385 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E31 - Price Level; Inflation; Deflation |
Source: |
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New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration
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