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-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …
Persistent link: https://www.econbiz.de/10014164817
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …
Persistent link: https://www.econbiz.de/10013099234
Persistent link: https://www.econbiz.de/10010257872
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …
Persistent link: https://www.econbiz.de/10009630623
Persistent link: https://www.econbiz.de/10009664481
such as Spain, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …
Persistent link: https://www.econbiz.de/10009666800
Persistent link: https://www.econbiz.de/10003829373
Persistent link: https://www.econbiz.de/10011893396
Persistent link: https://www.econbiz.de/10001873870
This paper analyses two well-known features of interest rates, namely their time dependence and their cyclical structure. Specifically, it focuses on the monthly Euribor rate, using monthly data from January 1994 to May 2011. Models based on fractional integration at the long run or zero...
Persistent link: https://www.econbiz.de/10013119071