An analysis of Real Interest Rate Under Regime Shifts
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Bibliographic InfoPaper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9125.
Length: 43 pages
Date of creation: 1991
Date of revision:
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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, Universite de Montreal, Departement de sciences economiques.
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- Manuela Goretti, 2005.
"The Brazilian currency turmoil of 2002: a nonlinear analysis,"
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- Manuela Goretti, 2005. "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance 0506001, EconWPA.
- 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, 2012.
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- John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
- Sharon Kozicki & Peter A. Tinsley, . "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics.
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