On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data

Economics Letters

Volumn 90, Issue 2, 2006, Pages 163-169

  Karanasos, Menelaos ^a   Sekioua, Sofiane H ^b   Zeng, Ning ^a  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b Citigroup   (Algeria)

Author keywords

Dual long memory; Persistence; Real interest rate; Unit root tests

Indexed keywords

EID: 31344468314     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.07.021     Document Type: Article

References (13)

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