On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data |
scientific article |
Statements
On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (English)
0 references
7 January 2013
0 references
dual long memory
0 references
persistence
0 references
real interest rate
0 references
unit root tests
0 references
