Research Catalog

On mean reversion in real interest rates : an application of threshold cointegration / Adusei Jumah, Robert M. Kunst.

Title
On mean reversion in real interest rates : an application of threshold cointegration / Adusei Jumah, Robert M. Kunst.
Author
Jumah, Adusei.
Publication
Wien : Institut für Höhere Studien, [2002]

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Details

Additional Authors
Kunst, Robert M.
Description
27 p.; 30 cm.
Series Statement
Reihe Ökonomie = Economics series ; 109
Uniform Title
Reihe Ökonomie (Vienna, Austria) ; no. 109.
Subject
  • Interest rates > Forecasting
  • Fisher effect (Economics)
  • Inflation (Finance) > Forecasting
  • Monetary policy > Great Britain
  • Monetary policy > United States
  • Monetary policy > Canada
  • Monetary policy > Japan
Note
  • "January 2002."
Bibliography (note)
  • Includes bibliographical references (p. 14-15).
Processing Action (note)
  • committed to retain
OCLC
  • 54030383
  • SCSB-11153099
Owning Institutions
Harvard Library