Evidence of persistence in U.S. short and long-term interest rates
Luis A. Gil-Alana, Juncal Cunado, Rangan Gupta
| Year of publication: |
September-October 2017
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|---|---|
| Authors: | Gil-Alaña, Luis A. ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 39.2017, 5, p. 775-789
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| Subject: | Interest rates | US | Long memory | Non-linear trends | Policy implications | Zins | Interest rate | USA | United States | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jpolmod.2017.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011792860