A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE

DOI10.1017/S1365100509991027zbMath1273.91344OpenAlexW2124307583MaRDI QIDQ3168867

Helmut Herwartz, Hans-Eggert Reimers

Publication date: 27 April 2011

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100509991027

zbMATH Keywords

panel datafunctional coefficient modelsFisher hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

Cites Work

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• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Threshold Cointegration
• Linear Regression Limit Theory for Nonstationary Panel Data
• Nonlinear Regressions with Integrated Time Series
• Functional-Coefficient Regression Models for Nonlinear Time Series

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