Cotrending and the Stationarity of the Real Interest Rate
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Other versions of this item:
- Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.
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- Marco Centoni & Gianluca Cubadda, 2011. "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper 215, Tor Vergata University, CEIS, revised 26 Oct 2011.
- Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
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Keywordsinterest rate ; economic models;
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