Skip to main content

Strong dependence in the real interest rates

Buy Article:

$55.00 plus tax (Refund Policy)

The stochastic behaviour of the real interest rates in ten European countries, Canada and the US is examined in this article by means of fractionally integrated techniques. Using a procedure, specifically designed for testing I(d) statistical models, the results show that the real interest rates are more persistent in some countries like France, Belgium or the USA than in others like the UK or Germany.
No Reference information available - sign in for access.
No Citation information available - sign in for access.
No Supplementary Data.
No Data/Media
No Metrics

Document Type: Research Article

Affiliations: Humboldt Universität zu Berlin, Institut für Statistik und Ökonometrie, Berlin, Germany and University of Navarre, Department of Economics, Pamplona, Spain E-mail: alana@unav.es

Publication date: 2003-01-01

More about this publication?
  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more