Non-linear analysis of the Fisher effect : in the case of Japan
Year of publication: |
November 2017
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Authors: | Sugita, Katsuhiro |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 11, p. 1-9
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Subject: | Bayesian | cointegration | Markov-switching | Fisher effect | Japan | Fisher-Effekt | Kointegration | Cointegration | Schätzung | Estimation | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Zinstheorie | Theory of interest |
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