Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Year of publication: |
2019
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 159.2019, p. 140-150
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Subject: | Fisher effect | Fractional integration | G7 countries | Long memory | G7-Staaten | Fisher-Effekt | Schätzung | Estimation | Kointegration | Cointegration | Inflation | Zeitreihenanalyse | Time series analysis | Zinstheorie | Theory of interest | Zins | Interest rate |
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