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On structural shifts and stationarity of the ex ante real interest rate · Study

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ArticleOn structural shifts and stationarity of the ex ante real interest rate

Kon S. Lai2003

Article2003

On structural shifts and stationarity of the ex ante real interest rate

32 citations·0/0 files stored·International Review of Economics & Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1978Asset Prices in an Exchange Economy 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

Cited by

2007An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks 2008Real Interest Rate Persistence: Evidence and Implications 2009Real Interest Rate Persistence: Evidence and Implications 2010DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS

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Details

Year2003

Typearticle

Published2003-07-31

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations32

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s1059-0560(03)00039-x

openalex_workW2032834815

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