The Fisher effect: a Kalman filter approach to detecting structural change
Year of publication: |
2008
|
---|---|
Authors: | Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 7/9, p. 619-624
|
Subject: | Zustandsraummodell | State space model | Fisher-Effekt | Fisher effect | Kointegration | Cointegration | Strukturwandel | Structural change | Theorie | Theory |
-
A Kalman filter approach to Fisher effect : evidence from Nigeria
Asemota, Omorogbe J., (2011)
-
Stock prices, inflation and output : evidence from wavelet analysis
Durai, S. Raja Sethu, (2009)
-
A note on the relationship between industry returns and inflation through a multiscaling approach
Kim, Sangbae, (2006)
- More ...
-
Hatemi-J, Abdulnasser, (2011)
-
Time-series evidence for Balassa's export-led growth hypothesis
Hatemi-J, Abdulnasser, (2001)
-
FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION
Hatemi-J, Abdulnasser, (2005)
- More ...