Non-linearities and persistence in US long-run interest rates
Year of publication: |
2022
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Martin-Valmayor, Miguel Ángel |
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 |
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