Nonlinear co-trending and the Fisher relationship in Japan: a note
This note empirically reexamines the Fisher relation with Japanese monthly data for the last three decades. Following Bierens (2000) it is examined by assuming that the nominal interest rate and inflation contain a nonlinear deterministic trend rather than a stochastic trend.
Year of publication: |
2005
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Authors: | Yamada, Hiroshi |
Published in: |
Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 1.2005, 5, p. 285-287
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Publisher: |
Taylor and Francis Journals |
Saved in:
freely available
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