Panel cointegration tests of the Fisher effect
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DOI: 10.26481/umamet.2006054
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- Joakim Westerlund, 2008. "Panel cointegration tests of the Fisher effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
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This paper has been announced in the following NEP Reports:- NEP-CBA-2006-12-16 (Central Banking)
- NEP-ECM-2006-12-16 (Econometrics)
- NEP-ETS-2006-12-16 (Econometric Time Series)
- NEP-MAC-2006-12-16 (Macroeconomics)
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