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
Keywords :
Interest rates , Fractional integration , Long memory
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
