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Nonstationarity, structural breaks and the Fisher effect

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Author Info
Dimitrios Malliaropulos

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Abstract

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Publisher Info
Paper provided by Economics and Finance Section, School of Social Sciences, Brunel University in its series CERF Discussion Paper Series with number 96-12.

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Handle: RePEc:bru:brucer:96-12

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Postal: Brunel University, Uxbridge, Middlesex UB8 3PH, UK

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  1. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics. [Downloadable!]
    Other versions:
  2. Felipe M. Aparicio & Alvaro Escribano, 2003. "Cointegration Tests Based On Record Counting Statistics," Statistics and Econometrics Working Papers ws036615, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Statistics
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This page was last updated on 2010-1-4.


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