The long memory story of real interest rates. Can it be supported?
Year of publication: |
2006
|
---|---|
Authors: | Venetis, I A ; Duarte, A ; Paya, I |
Institutions: | Department of Economics, Management School |
Subject: | Real interest rate | Long memory | Fractional Integration |
-
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio, (2022)
-
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria, (2017)
-
The long memory story of ex post real interest rates. Can it be supported?
Venetis, Ioannis A., (2004)
- More ...
-
ESTAR model with multiple fixed points. Testing and Estimation
Venetis, I A, (2009)
-
On the relationship between inflation persistence and temporal aggregation
Paya, I, (2006)
-
Estimating Argentina''s imports elasticities
Duarte, A, (2007)
- More ...