Persistence and long memory in monetary policy spreads
Year of publication: |
2024
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-AlaƱa, Luis A. |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 20, p. 2422-2433
|
Subject: | Interest rates | persistence | central banks | long memory | fractional integration | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zins | Interest rate |
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