Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Year of publication: |
2017
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Fisher effect | fractional integration | long memory | G7 countries |
Series: | DIW Discussion Papers ; 1667 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 888881266 [GVK] hdl:10419/161660 [Handle] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
Caporale, Guglielmo Maria, (2017)
-
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria, (2017)
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Testing the Fisher hypothesis in the G-7 Countries using i(d) techniques
Caporale, Guglielmo Maria, (2017)
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