Non-linear analysis of the Fisher effect : in the case of Japan
Katsuhiro Sugita
| Year of publication: |
November 2017
|
|---|---|
| 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 | Zins | Interest rate | Bayes-Statistik | Bayesian inference | Zinstheorie | Theory of interest | Inflation | Inflationserwartung | Inflation expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n11p1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011764129