Quantile cointegration analysis of the Fisher hypothesis-Reference-Cited by-同舟云学术

Quantile cointegration analysis of the Fisher hypothesis

Published:2013-03 Issue: Volume:35 Page:186-198
ISSN:0164-0704
Container-title:Journal of Macroeconomics
language:en
Short-container-title:Journal of Macroeconomics

Author:

Tsong Ching-Chuan,Lee Cheng-Feng

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference18 articles.

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2. A long-run nonlinear approach to the Fisher effect;Christopoulos;Journal of Money, Credit and Banking,2007

3. Are monetary policy reaction functions asymmetric? The role of nonlinearity in the Phillips curve;Dolado;European Economic Review,2005

4. Cointegration and error correction: representation, estimation, and testing;Engle;Econometrica,1987

5. Time Series Analysis;Hamilton,1994

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