Low Frequency Drivers of the Real Interest Rate : A Band Spectrum Regression Approach
Year of publication: |
2017
|
---|---|
Authors: | Busetti, Fabio |
Other Persons: | Caivano, Michele (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Realzins | Real interest rate | Regressionsanalyse | Regression analysis | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3048281 [DOI] |
Classification: | C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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