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Volumes:
21
Journals:
Journal of Applied Econometrics
Formats:
TXT
Tags:
Nonlinear regression
Markku Lanne
Nonlinear dynamics of interest rate and inflation (replication data)
According to several empirical studies US inflation and nominal interest rates as well as the real interest rate can be described as unit root processes. These results imply...
DOI:10.15456/jae.2022319.0713954149
TXT
dat