Is the real interest rate unstable? Some new evidence
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/000368497327137
Reference25 articles.
1. High and Volatile Real Interest Rates: Where Does the Fed Fit In?
2. Correct cointegration tests of the long-run relationship between nominal interest and inflation
3. An intertemporal asset pricing model with stochastic consumption and investment opportunities
4. PRACTITIONERS CORNER: Lag Order and Critical Values of a Modified Dickey-Fuller Test
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1. Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa;International Economics and Economic Policy;2021-07-23
2. Can the South African Reserve Bank (SARB) protect the interest earnings of savers/investors? A new look at Fisher’s hypothesis;Studies in Economics and Econometrics;2021-07-03
3. The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior;Journal of International Money and Finance;2008-02
4. On structural shifts and stationarity of the ex ante real interest rate;International Review of Economics & Finance;2004-01
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