| dc.contributor.author | Kiran, Burcu | |
| dc.date.accessioned | 2021-03-05T20:04:26Z | |
| dc.date.available | 2021-03-05T20:04:26Z | |
| dc.identifier.citation | Kiran B., "Integration of Long-Term Interest Rates: Empirical Evidence for G7 Countries", GLOBAL ECONOMIC REVIEW, cilt.41, ss.279-290, 2012 | |
| dc.identifier.issn | 1226-508X | |
| dc.identifier.other | vv_1032021 | |
| dc.identifier.other | av_d246bed2-4b89-4cf6-af91-d3201abbaa1c | |
| dc.identifier.uri | http://hdl.handle.net/20.500.12627/138930 | |
| dc.identifier.uri | https://doi.org/10.1080/1226508x.2012.709995 | |
| dc.description.abstract | This article investigates the fractional cointegration relationship between long-term interest rates of G7 countries over the period from 1990: 01 to 2010: 04 by estimating the cointegrating regressions for possible bivariate, trivariate and four-variate subsystems as well as the full system. The obtained results indicate that long-term interest rates are fractionally cointegrated for bivariate subsystems of Canada-France, Canada-Japan and Canada-UK and four-variate subsystem of Canada-USA-France-UK, implying integration. | |
| dc.language.iso | eng | |
| dc.subject | Ekonomi ve İş | |
| dc.subject | İktisat | |
| dc.subject | EKONOMİ | |
| dc.subject | Sosyal ve Beşeri Bilimler | |
| dc.subject | Sosyal Bilimler (SOC) | |
| dc.title | Integration of Long-Term Interest Rates: Empirical Evidence for G7 Countries | |
| dc.type | Makale | |
| dc.relation.journal | GLOBAL ECONOMIC REVIEW | |
| dc.contributor.department | İstanbul Üniversitesi , İktisat Fakültesi , Ekonometri | |
| dc.identifier.volume | 41 | |
| dc.identifier.startpage | 279 | |
| dc.identifier.endpage | 290 | |
| dc.contributor.firstauthorID | 2194964 | |
