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)
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scientific article; zbMATH DE number 6122253
| 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; zbMATH DE number 6122253 |
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)
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7 January 2013
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dual long memory
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persistence
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real interest rate
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unit root tests
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