Globalization, long memory, and real interest rate convergence : a historical perspective
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta, Stephen M. Miller
| Year of publication: |
2022
|
|---|---|
| Authors: | Canarella, Giorgio ; Gil-Alaña, Luis A. ; Gupta, Rangan ; Miller, Stephen M. |
| Subject: | Fractional integration | Globalization | Half-life | Impulse response function | Purchasing power parity | Real interest rate parity | Uncovered interest rate parity | Zinsparität | Interest rate parity | Realzins | Real interest rate | Kaufkraftparität | Schätzung | Estimation | Welt | World | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Globalisierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02206-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440481