Long-term persistence in the real interest rate: Some evidence of a fractional unit root

International Journal of Finance and Economics

Volumn 2, Issue 3, 1997, Pages 225-235

  Lai, Kon S ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Fisher effect; Fractional integration; Mean reversion; Real interest rates

Indexed keywords

EID: 8444222460     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199707)2:3<225::AID-IJFE49>3.0.CO;2-C     Document Type: Article

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