The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta, Stephen M. Miller
| Year of publication: |
2022
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|---|---|
| Authors: | Canarella, Giorgio ; Gil-Alaña, Luis A. ; Gupta, Rangan ; Miller, Stephen M. |
| Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 25.2022, 1, p. 46-64
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| Subject: | antipersistence | Chebyshev polynomials | fractional integration | long memory | nonlinearity | short memory | Realzins | Real interest rate | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Einheitswurzeltest | Unit root test | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/infi.12402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013183818