Quantile cointegration analysis of the Fisher hypothesis
Year of publication: |
2013
|
---|---|
Authors: | Tsong, Ching-Chuan ; Lee, Cheng-Feng |
Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 35.2013, C, p. 186-198
|
Publisher: |
Elsevier |
Subject: | Fisher hypothesis | Quantile cointegration regression |
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