An analysis of Real Interest Rate Under Regime Shifts
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 9125.
Length: 43 pages
Date of creation: 1991
Date of revision:
Contact details of provider:
Postal: CP 6128, Succ. Centre-Ville, Montréal, Québec, H3C 3J7
Phone: (514) 343-6540
Fax: (514) 343-5831
Web page: http://www.sceco.umontreal.ca
More information through EDIRC
TIME SERIES ; INFLATION ; STOCHASTIC PROCESSES;
Other versions of this item:
- Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Marco BIANCHI, . "A simple and fast method of regime shifts detection based on kernel density estimation," Statistic und Oekonometrie 9316, Humboldt Universitaet Berlin.
- John M Maheu & Thomas H McCurdy & Yong Song, 2010.
"Components of bull and bear markets: bull corrections and bear rallies,"
tecipa-402, University of Toronto, Department of Economics.
- John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.
- Manuela Goretti, 2005.
"The Brazilian currency turmoil of 2002: a nonlinear analysis,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 10(4), pages 289-306.
- Manuela Goretti, 2005. "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance 0506001, EconWPA.
- Sharon Kozicki & Peter A. Tinsley, . "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sharon BREWER).
If references are entirely missing, you can add them using this form.