The Fisher Effect revisited through an efficient non linear unit root testing procedure

Applied Economics Letters

Volumn 10, Issue 15, 2003, Pages 951-954

  Million, Nicolas ^a  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

INFLATION; INTEREST RATE; MARKOV CHAIN; TESTING METHOD;

NORTH AMERICA; UNITED STATES;

EID: 0742287760     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485032000164053     Document Type: Article

References (14)

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13. Saikkonen, P. and Lutkepohl, H. (1999) Testing for unit roots in time series with level shifts, Discussion paper, SFB 373.
14. Zivot, E. and Andrews, D. W. K. (1992) Further evidence on the great cash, the oil-price shock and the unit-root hypothesis, Journal of Business and Economic Statistics, 10, 251-70.