Statistical evidence on the mean reversion of real interest rates : SPSM using the Panel KSS test with a fourier function
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 | Einheitswurzeltest | Unit root test | Panel | Panel study | Zeitreihenanalyse | Time series analysis |
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