Open AccessSouth Africa’s Short and Long Term Interest Rates: A Threshold Cointegration Analysis
Author(s) -
Smile Dube,
Zhou Yan
Publication year - 2013
Publication title -
business and economic research
Language(s) - English
Resource type - Journals
ISSN - 2162-4860
DOI - 10.5296/ber.v3i1.3121
Subject(s) - cointegration , error correction model , term (time) , econometrics , economics , interest rate , threshold model , loan , statistics , mathematics , monetary economics , macroeconomics , physics , quantum mechanics