Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
Author:
Affiliation:
1. University of Navarra , Pamplona, Spain
2. Strathmore University , Nairobi, Kenya
3. The University of Adelaide Business School , Adelaide, Australia
Funder
Ministerio de Economía, Industria y Competitividad, Gobierno de España
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1785619
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