Time series behavior of the short-term real interest rates in industrial countries
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References listed on IDEAS
- Jackie Coyle-Shapiro, 2000. "Consequences Of The Psychological Contract For The Employment Relationship: A Large Scale Survey," Journal of Management Studies, Wiley Blackwell, vol. 37(7), pages 903-930, November.
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KeywordsReal interest rates; Unit root; Nonlinear stationarity;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G1 - Financial Economics - - General Financial Markets
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