Evidence of nonlinear mean reversion in the real interest rate
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DOI: 10.1080/00036840701579242
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- George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
- George Kapetanios & Yongcheol Shin, 2006.
"Unit root tests in three-regime SETAR models,"
Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series 104, Edinburgh School of Economics, University of Edinburgh.
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- Bosupeng, Mpho & Biza-Khupe, Simangaliso, 2015. "The Impact of Money Supply Volatility on the Fisher Effect –A Botswana Empirical Perspective," MPRA Paper 77920, University Library of Munich, Germany, revised 2015.
- Pelin Öge Güney & Erdinç Telatar & Mübariz Hasanov, 2015.
"Time series behaviour of the real interest rates in transition economies,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 28(1), pages 104-118, January.
- Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov, 2012. "Time Series Behaviour of the Real Interest Rates in Transition Economies," Hacettepe University Department of Economics Working Papers 20125, Hacettepe University, Department of Economics.
- Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
- Ahmed Mehedi Nizam, 2020.
"How the banking system is creating a two-way inflation in an economy,"
PLOS ONE, Public Library of Science, vol. 15(4), pages 1-40, April.
- Mehedi Nizam, Ahmed, 2018. "How the banking system is creating a two-way inflation in an economy?," MPRA Paper 89487, University Library of Munich, Germany.
- Nizam, Ahmed Mehedi, 2020. "How the banking system is creating a two-way inflation in an economy," MPRA Paper 99427, University Library of Munich, Germany.
- Dong-Hyeon Kim & Shu-Chin Lin & Joyce Hsieh & Yu-Bo Suen, 2018. "The Fisher Equation: A Nonlinear Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 162-180, January.
- Alfred A. Haug, 2014.
"On real interest rate persistence: the role of breaks,"
Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1058-1066, April.
- Alfred Haug, 2012. "On real interest rate persistence: the role of breaks," Working Papers 65, Department of Applied Econometrics, Warsaw School of Economics.
- Alfred A. Haug, 2013. "On Real Interest Rate Persistence: The Role of Breaks," Working Papers 1303, University of Otago, Department of Economics, revised Jan 2013.
- Lindenberg, Nannette & Westermann, Frank, 2012.
"Common trends and common cycles among interest rates of the G7-countries,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1125-1140.
- Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
- Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," IEER Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
- NEIFAR, MALIKA & HACHICHA, Fatma, 2022. "GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models," MPRA Paper 114613, University Library of Munich, Germany.
- Bosupeng, Mpho, 2016. "On The Fisher Effect: A Review," MPRA Paper 77916, University Library of Munich, Germany, revised 2016.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
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