Persistence and cycles in the us federal funds rate
Guglielmo Maria Caporale, Luis A. Gil-Alana
| Year of publication: |
July 2017
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 1-8
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| Subject: | Federal Funds rate | Persistence | Cyclical behaviour | Fractional integration | Zins | Interest rate | Konjunktur | Business cycle | Schätzung | Estimation | Hysterese | Hysteresis | Zeitökonomie | Economy of time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868684