Univariate and Multivariate Unit Root Tests with and Without Structural Break(s) : An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations
Year of publication: |
2016
|
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Authors: | Abubakar, Jamaladeen |
Other Persons: | Ibrahim, Nurudeen (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Realzins | Real interest rate | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 6, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2882675 [DOI] |
Classification: | E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; E58 - Central Banks and Their Policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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