Statistical evidence on the mean reversion of real interest rates : SPSM using the Panel KSS test with a fourier function
Chih-Kai Chang and Tsangyao Chang
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Chih-Kai ; Chang, Tsangyao |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 13/15, p. 1299-1304
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| Subject: | Realzins | Real interest rate | Mean Reversion | Mean reversion | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Panel | Panel study | Deutschland | Germany | Zeitreihenanalyse | Time series analysis | Japan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009680528