@article{8904d7bd5e824121aa8b7509d838f1e2,
title = "Cotrending and the stationarity of the real interest rate",
abstract = "This paper introduces the concept of cotrending to trend stationary series with structural breaks. We apply it to nominal interest rates and inflation in order to test the long-run Fisher effect.",
author = "Chapman, {David A.} and Masao Ogaki",
note = "Funding Information: * Corresponding author. {\textquoteright} We wish to thank seminar participants at the University of Rochester for helpful comments. Masao Ogaki{\textquoteright}s research was supported, in part, by National Science Foundation Grant SES-9123930. {\textquoteright} Ogaki and Park (1992) introduced cotrending for the special case of time series with linear trends and without structural breaks. Bai et al. (1992) studied integrated time series that contain deterministic trends with structural breaks. Copyright: Copyright 2014 Elsevier B.V., All rights reserved.",
year = "1993",
doi = "10.1016/0165-1765(93)90050-M",
language = "English",
volume = "42",
pages = "133--138",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2-3",
}