Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates

• 1 August 1993
• journal article
• Published by JSTOR in Journal of Money, Credit and Banking
• Vol. 25  (3) , 681
• https://doi.org/10.2307/2077735

Abstract

Keywords

• LONG MEMORY
• TERM STRUCTURE
• INTEREST RATES
• MEMORY INFLATION UNCERTAINTY

All Related Versions

• Version 1, RePEc (Unconfirmed version)