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A panel analysis of the fisher effect with an unobserved I(1) world real interest rate

Gerdie Everaert (UGent)
(2014) ECONOMIC MODELLING. 41. p.198-210
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Keywords
UNIT-ROOT TESTS, CROSS-SECTION DEPENDENCE, Cross-sectional dependence, NOMINAL INTEREST-RATES, LONG-RUN RELATIONSHIP, STOCHASTIC TRENDS, TIME-SERIES, GOOD SIZE, COINTEGRATION, INFLATION, NONSTATIONARY, Panel cointegration, Fisher effect, Unobserved common factors

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Citation

Please use this url to cite or link to this publication:

MLA
Everaert, Gerdie. “A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate.” ECONOMIC MODELLING, vol. 41, 2014, pp. 198–210, doi:10.1016/j.econmod.2014.05.005.
APA
Everaert, G. (2014). A panel analysis of the fisher effect with an unobserved I(1) world real interest rate. ECONOMIC MODELLING, 41, 198–210. https://doi.org/10.1016/j.econmod.2014.05.005
Chicago author-date
Everaert, Gerdie. 2014. “A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate.” ECONOMIC MODELLING 41: 198–210. https://doi.org/10.1016/j.econmod.2014.05.005.
Chicago author-date (all authors)
Everaert, Gerdie. 2014. “A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate.” ECONOMIC MODELLING 41: 198–210. doi:10.1016/j.econmod.2014.05.005.
Vancouver
1.
Everaert G. A panel analysis of the fisher effect with an unobserved I(1) world real interest rate. ECONOMIC MODELLING. 2014;41:198–210.
IEEE
[1]
G. Everaert, “A panel analysis of the fisher effect with an unobserved I(1) world real interest rate,” ECONOMIC MODELLING, vol. 41, pp. 198–210, 2014.
@article{4378235,
  author       = {{Everaert, Gerdie}},
  issn         = {{0264-9993}},
  journal      = {{ECONOMIC MODELLING}},
  keywords     = {{UNIT-ROOT TESTS,CROSS-SECTION DEPENDENCE,Cross-sectional dependence,NOMINAL INTEREST-RATES,LONG-RUN RELATIONSHIP,STOCHASTIC TRENDS,TIME-SERIES,GOOD SIZE,COINTEGRATION,INFLATION,NONSTATIONARY,Panel cointegration,Fisher effect,Unobserved common factors}},
  language     = {{eng}},
  pages        = {{198--210}},
  title        = {{A panel analysis of the fisher effect with an unobserved I(1) world real interest rate}},
  url          = {{http://doi.org/10.1016/j.econmod.2014.05.005}},
  volume       = {{41}},
  year         = {{2014}},
}

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