SCOPUS 정보 검색 플랫폼

Volumn 3, Issue 1, 2005, Pages

Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34247546321 PISSN: None EISSN: 15452921 Source Type: Journal
DOI: None Document Type: Article

Times cited : (10)

References (12)

1
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- Threshold cointegration
- Balke, N. S., and T. B. Fomby (1997) "Threshold cointegration" International Economic Review 38, 627-643.
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- Balke, N.S.¹ Fomby, T.B.²

2
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- Nonparametric tests for unit roots and cointegration
- Breitung, J. (2002) "Nonparametric tests for unit roots and cointegration" Journal of Econometrics 10, 343-363.
- (2002) Journal of Econometrics , vol.10 , pp. 343-363
- Breitung, J.¹

3
- 0035579597
- Cointegration and threshold adjustment
- Enders, W., and P. L. Siklos (2001) "Cointegration and threshold adjustment" Journal of Business and Economic Statistics 19, 166-176.
- (2001) Journal of Business and Economic Statistics , vol.19 , pp. 166-176
- Enders, W.¹ Siklos, P.L.²

4
- 0000013567
- Cointegration and error correction: representation, estimation, and testing
- Engle, R. F., and C. W. J. Granger (1987) "Cointegration and error correction: representation, estimation, and testing" Econometrica 55, 251-276.
- (1987) Econometrica , vol.55 , pp. 251-276
- Engle, R.F.¹ Granger, C.W.J.²

5
- 0036935154
- Cross-country evidence on the ability of the nominal interest rate to predict inflation
- Moosa, I. A., and J. Kwiecien (2002) "Cross-country evidence on the ability of the nominal interest rate to predict inflation" Japanese Economic Review 53, 478-495.
- (2002) Japanese Economic Review , vol.53 , pp. 478-495
- Moosa, I.A.¹ Kwiecien, J.²

6
- 0009429370
- Working paper, Wilfred Laurier University
- Murchison, S., and P. L. Siklos (1999) "Central bank reaction functions in inflation and non-inflation targeting economies" Working paper, Wilfred Laurier University.
- (1999) Central bank reaction functions in inflation and non-inflation targeting economies
- Murchison, S.¹ Siklos, P.L.²

7
- 21844518679
- Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
- Ng, S., and P. Perron (1995) "Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag" Journal of the American Statistical Association 90, 268-281.
- (1995) Journal of the American Statistical Association , vol.90 , pp. 268-281
- Ng, S.¹ Perron, P.²

8
- 0000387132
- Lag length selection and the construction of unit root tests with good size and power
- Ng, S., and P. Perron (2001) "Lag length selection and the construction of unit root tests with good size and power" Econometrica 69, 1519-1554.
- (2001) Econometrica , vol.69 , pp. 1519-1554
- Ng, S.¹ Perron, P.²

10
- 0039120736
- Time irreversibility and business cycle asymmetry
- Ramsey, J. B., and P. Rothman (1996) "Time irreversibility and business cycle asymmetry" Journal of Money, Credit and Banking 28, 1-21.
- (1996) Journal of Money, Credit and Banking , vol.28 , pp. 1-21
- Ramsey, J.B.¹ Rothman, P.²

11
- 9944266137
- Are real interest rate really nonstationary? New evidence from tests with good size and power
- Rapach, D. E., and C. E. Weber (2004) "Are real interest rate really nonstationary? New evidence from tests with good size and power" Journal of Macroeconomics 26, 409-430.
- (2004) Journal of Macroeconomics , vol.26 , pp. 409-430
- Rapach, D.E.¹ Weber, C.E.²

12
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- Is the real interest rate stable?
- Rose, A. K. (1988) "Is the real interest rate stable?" Journal of Finance 43, 1095-1112.
- (1988) Journal of Finance , vol.43 , pp. 1095-1112
- Rose, A.K.¹

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