Persistence and long memory in monetary policy spreads

Guglielmo Maria Caporale and Luis Alberiko Gil-Alana

Year of publication:	2024
Authors:	Caporale, Guglielmo Maria ; Gil-Alaña, Luis A.
Subject:	Interest rates \| persistence \| central banks \| long memory \| fractional integration \| Geldpolitik \| Monetary policy \| Zeitreihenanalyse \| Time series analysis \| Zinsstruktur \| Yield curve \| Zins \| Interest rate \| Theorie \| Theory \| Zentralbank \| Central bank \| Zinspolitik \| Interest rate policy \| ARMA-Modell \| ARMA model

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