Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test
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More about this item
KeywordsFisher hypothesis; ADL threshold cointegration test ; G7 countries; C22; F39;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F39 - International Economics - - International Finance - - - Other
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