Structural breaks, cointegration and the Fisher Effect

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Date: 2009-10-22 05:40:00 Time series analysis Mathematical finance Econometrics Statistical inference Cointegration Fisher hypothesis Statistical hypothesis testing Unit root Inflation Statistics Economics Hypothesis testing		Structural breaks, cointegration and the Fisher Effect Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 1,02 MB Share Document on Facebook

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