Central Bank Policy Rates: Are they Cointegrated?
Year of publication: |
2017
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Carcel, Hector ; Gil-Alana, Luis A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | interest rates | long memory | fractional integration and cointegration |
Series: | CESifo Working Paper ; 6389 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 882139061 [GVK] hdl:10419/161828 [Handle] RePec:ces:ceswps:_6389 [RePEc] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; E47 - Forecasting and Simulation |
Source: |
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Central bank policy rates: Are they cointegrated?
Caporale, Guglielmo Maria, (2017)
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria, (2017)
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria, (2017)
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