The Long Memory Story Of Real Interest Rates. Can It Be Supported?
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- I A Venetis & A Duarte & I Paya, 2006. "The long memory story of real interest rates. Can it be supported?," Working Papers 578952, Lancaster University Management School, Economics Department.
References listed on IDEAS
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More about this item
KeywordsReal interest rate; long memory; fractional integration;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-05 (All new papers)
- NEP-ETS-2006-02-05 (Econometric Time Series)
- NEP-MAC-2006-02-05 (Macroeconomics)
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