Non-linearities and persistence in US long-run interest rates
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana and Miguel Ángel Martin-Valmayor
| Year of publication: |
2022
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Martin-Valmayor, Miguel Ángel |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 4, p. 366-370
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| Subject: | fractional integration | government bond yields | Long-term interest rates | non-linearities | persistence | Zins | Interest rate | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Öffentliche Anleihe | Public bond | Schätzung | Estimation | USA | United States | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1897511 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803550