Are real interest rates really nonstationary? New evidence from tests with good size and power

Journal of Macroeconomics

Volumn 26, Issue 3, 2004, Pages 409-430

  Rapach, David E ^a   Weber, Christian E ^b  

^a SAINT LOUIS UNIVERSITY   (United States)

^b SEATTLE UNIVERSITY   (United States)

Author keywords

Cointegration; Inflation rate; Nominal interest rate; Real interest rate; Unit root

Indexed keywords

EID: 9944266137     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2003.03.001     Document Type: Article

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