Non-linearities and persistence in US long-run interest rates
Year of publication: |
2022
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Martin-Valmayor, Miguel Ángel |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 4, p. 366-370
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Subject: | fractional integration | government bond yields | Long-term interest rates | non-linearities | persistence | USA | United States | Zins | Interest rate | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond |
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