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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 41 (2014): 198–210. Print.
APA
Everaert, Gerdie. (2014). A panel analysis of the fisher effect with an unobserved I(1) world real interest rate. ECONOMIC MODELLING, 41, 198–210.
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.
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.
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://dx.doi.org/10.1016/j.econmod.2014.05.005},
  volume       = {41},
  year         = {2014},
}

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