The long memory story of ex post real interest rates. Can it be supported?
Year of publication: |
2004-04-28
|
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Authors: | Venetis, Ioannis A. ; Duarte, Agustin ; Paya, Ivan |
Institutions: | EconWPA |
Subject: | Real interest rate | Long memory | Fractional Integration |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 18. Preliminary version. Please do not quote without authors permission. All comments welcome 18 pages |
Classification: | C22 - Time-Series Models ; E40 - Money and Interest Rates. General ; F41 - Open Economy Macroeconomics |
Source: |
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THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED?
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