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~isPartOf:"Reihe Ökonomie / Economics Series"
~source:"econstor"
~subject:"China"
~subject:"Kanada"
~subject:"Schätzung"
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On mean reversion in real interest rates: An application of threshold cointegration
Jumah, Adusei
;
Kunst, Robert M.
-
2002
Using data from Germany,
Japan
, UK, and the U.S., we explore possible threshold cointegration in nominal short- and …
Persistent link: https://www.econbiz.de/10010292774
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
-
2008
-linear VAR with threshold cointegration based on data from Germany,
Japan
, UK, and the U.S. Following a traditional comparative …
Persistent link: https://www.econbiz.de/10010294000
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