Persistence and Cycles in the US Federal Funds Rate
Year of publication: |
2012
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Federal Funds rate | persistence | cyclical behaviour | fractional integration |
Extent: | application/pdf |
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Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Notes: | Number 1255 23 pages long |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria, (2012)
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Persistence and cycles in the US Federal Funds rate
Caporale, Guglielmo Maria, (2012)
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Persistence and Cycles in the US Federal Funds Rate
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