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Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation

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  • Million, Nicolas

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  • Million, Nicolas, 2004. "Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation," Economic Modelling, Elsevier, vol. 21(6), pages 1051-1064, December.
  • Handle: RePEc:eee:ecmode:v:21:y:2004:i:6:p:1051-1064
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    6. Nicolas Million, 2003. "The Fisher Effect revisited through an efficient non linear unit root testing procedure," Applied Economics Letters, Taylor & Francis Journals, vol. 10(15), pages 951-954.
    7. Bec Frédérique & Ben Salem Mélika & Collard Fabrice, 2002. "Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-22, July.
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