Title of article

Modelling the U.S. interest rate in terms of I(d) statistical models

Author/Authors

Luis A. Gil-Alana، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

12

From page

475

To page

486

Keywords

Interest rates , Fractional integration , Long memory

Journal title

Quarterly Review of Economics and Finance

Serial Year

2004

Journal title

Quarterly Review of Economics and Finance

Record number

178441