Cotrending and the stationarity of the real interest rate
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 42 (1993)
Issue (Month): 2-3 ()
Pages: 133-138
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Web page: http://www.elsevier.com/locate/ecolet
Related research
Keywords:Other versions of this item:
- Chapman, D.A., 1992. "Cotrending and the Stationarity of the Real Interest Rate," RCER Working Papers 330, University of Rochester - Center for Economic Research (RCER).
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Marco Centoni & Gianluca Cubadda, 2011.
"Modelling Comovements of Economic Time Series: A Selective Survey,"
CEIS Research Paper
215, Tor Vergata University, CEIS, revised 26 Oct 2011.
- Marco Centoni & Gianluca Cubadda, 2011. "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, Unversity of Bologna, vol. 71(2), pages 267-294.
- Joseph E. Gagnon, 1997.
"Inflation regimes and inflation expectations,"
International Finance Discussion Papers
581, Board of Governors of the Federal Reserve System (U.S.).
- Joseph E. Gagnon, 2008. "Inflation regimes and inflation expectations," Review, Federal Reserve Bank of St. Louis, issue May, pages 229-243.
- Joseph E. Gagnon, 1997. "Inflation Regimes and Inflation Expectations," RBA Research Discussion Papers rdp9701, Reserve Bank of Australia.
- Joseph, Nathan Lael, 2003. "Predicting returns in U.S. financial sector indices," International Journal of Forecasting, Elsevier, vol. 19(3), pages 351-367.
- Ogaki, M. & Park, Y.Y., 1989.
"A Cointegration Approach To Estimating Preference Parameters,"
RCER Working Papers
209, University of Rochester - Center for Economic Research (RCER).
- Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
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