Real interest rates : nonlinearity and structural breaks
Year of publication: |
February 2017
|
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Authors: | Omay, Tolga ; Çorakcı, Ayşegül ; Emirmahmutoglu, Furkan |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 52.2017, 1, p. 283-307
|
Subject: | Smooth break | Panel unit root | Cross-sectional dependence | Nonlinearity | Real interest rate | Strukturbruch | Structural break | Realzins | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Panel | Panel study |
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