Correct cointegration tests of the long-run relationship between nominal interest and inflation
Author:
Affiliation:
1. a Department of Economics , University of Hawaii at Manoa , 542 Porteus Hall, Honolulu , HI , 96822 , USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036849100000200
Reference28 articles.
1. Bonham, C. S. (1989) Essays on the ex ante real rate of interest, unpublished dissertation, University of Texas at Austin.
2. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
3. Co-Integration and Error Correction: Representation, Estimation, and Testing
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