Persistence and Long Memory in Monetary Policy Spreads
Year of publication: |
2020
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
Munich : Center for Economic Studies and Ifo Institute (CESifo) |
Subject: | interest rates | persistence | central banks | long memory | fractional integration |
Series: | CESifo Working Paper ; 8664 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1738301060 [GVK] hdl:10419/229482 [Handle] RePec:ces:ceswps:_8664 [RePEc] |
Classification: | C22 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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