Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets
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- Özmen, M. Utku & Yılmaz, Erdal, 2017.
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- Antonis Michis, 2015. "Multiscale Analysis of the Liquidity Effect in the UK Economy," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 615-633, April.
- Song, Nianfu & Chang, Sun Joseph & Aguilar, Francisco X., 2011. "U.S. softwood lumber demand and supply estimation using cointegration in dynamic equations," Journal of Forest Economics, Elsevier, vol. 17(1), pages 19-33, January.
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Keywordsreal interest rate parity; short-run; long-run; wavelet;
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