Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10000945783
Persistent link: https://www.econbiz.de/10000945785
Persistent link: https://www.econbiz.de/10000945789
This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more general than the standard ones based on the classical I(0)/I(1) dichotomy. Two sets of results are obtained under the alternative assumptions of white noise and Bloomfield (1973)...
Persistent link: https://www.econbiz.de/10011654595
This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more general than the standard ones based on the classical I(0)/I(1) dichotomy. Two sets of results are obtained under the alternative assumptions of white noise and Bloomfield (1973)...
Persistent link: https://www.econbiz.de/10011654734
Persistent link: https://www.econbiz.de/10012318834
Persistent link: https://www.econbiz.de/10011656667