Distilling co-movements from persistent macro and financial series
Year of publication: |
2005
|
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Authors: | Abadir, Karim ; Talmain, Gabriel |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Finanzsektor | Zinsparität | Theorie | Autokorrelation | Kleinste-Quadrate-Methode | Wirkungsanalyse | ACF-based GLS procedure | Autocorrelation Function | long memory | Nonlinearities | Uncovered Interest Parity anomaly |
Series: | ECB Working Paper ; 525 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 500730768 [GVK] hdl:10419/152959 [Handle] RePEc:ecb:ecbwps:20050525 [RePEc] |
Classification: | E37 - Forecasting and Simulation |
Source: |
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