Persistence and cycles in the us federal funds rate
Year of publication: |
July 2017
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 1-8
|
Subject: | Federal Funds rate | Persistence | Cyclical behaviour | Fractional integration | Zins | Interest rate | Konjunktur | Business cycle | Schätzung | Estimation | Hysterese | Hysteresis | Zeitökonomie | Economy of time |
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