Stationarity Of Nominal Interest Rates, Inflation, And Real Interest Rates
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- Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," MERIT Working Papers 016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
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"An Analysis of the Real Interest Rate under Regime Shifts,"
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MIT Press, vol. 78(1), pages 111-125, February.
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- Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques.
- Garcia, R. & Perron, P., 1994. "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Broze, Laurence & Scaillet, Olivier & Zakoian, Jean-Michel, 1995.
"Testing for continuous-time models of the short-term interest rate,"
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Elsevier, vol. 2(3), pages 199-223, September.
- BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN , Jean-Michel, 1993. "Testing for Continuous-Time Models of the Short-Term Interest Rate," CORE Discussion Papers 1993031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Broze, L. & Scaillet, O. & Zakoïan, J.-M., 1995. "Testing for continuous-time models of the short-term interest rate," CORE Discussion Papers RP 1177, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Keywordsinterest rate ; economic models ; tests ; inflation;
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