Reexaming the Stationarity of Nominal Interest Rates : International Evidence
碩士 === 國立暨南國際大學 === 經濟學系 === 100 === This paper investigates the stationarity properties of nominal interest rates for 17 APEC countries by using the CF test advocated by Tsong (2012). The CF test exams the unit root null against the alternative of asymmetric STAR nonlinearity with correlated covari...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4sb2j9 |