Long Memory Models of Interest Rates, The Term Structure, and Variance Bounds Tests

International Finance Discussion Paper ◽

10.17016/ifdp.1985.258 ◽

1985 ◽

Vol 1985 (258) ◽

pp. 1-44

Author(s):

Gary S. Shea ◽

Keyword(s):

Interest Rates ◽

Term Structure ◽

Long Memory ◽

Memory Models ◽

Variance Bounds

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Uncertainty and implied variance bounds in long-memory models of the interest rate term structure

Empirical Economics ◽

10.1007/bf01206277 ◽

1991 ◽

Vol 16 (3) ◽

pp. 287-312 ◽

Author(s):

G. S. Shea

Keyword(s):

Interest Rate ◽

Term Structure ◽

Long Memory ◽

Memory Models ◽

Variance Bounds ◽

Interest Rate Term Structure ◽

The Interest Rate

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Notice of Retraction: Long memory macroeconomic model of the term structure of interest rates

2010 Sixth International Conference on Natural Computation ◽

10.1109/icnc.2010.5583966 ◽

2010 ◽

Author(s):

Zhi Yi ◽

Feng Jiang

Keyword(s):

Interest Rates ◽

Term Structure ◽

Long Memory ◽

Macroeconomic Model

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

Journal of money credit and banking ◽

10.2307/2077736 ◽

1993 ◽

Vol 25 (3) ◽

pp. 701

Author(s):

Richard H. Jefferis

Keyword(s):

Interest Rates ◽

Term Structure ◽

Long Memory ◽

Inflation Uncertainty ◽

Memory Inflation

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

10.3386/t0133 ◽

1993 ◽

Author(s):

David Backus ◽

Stanley Zin

Keyword(s):

Interest Rates ◽

Term Structure ◽

Long Memory ◽

Inflation Uncertainty ◽

Memory Inflation

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

Journal of money credit and banking ◽

10.2307/2077735 ◽

1993 ◽

Vol 25 (3) ◽

pp. 681 ◽

Author(s):

David K. Backus ◽

Stanley E. Zin

Keyword(s):

Interest Rates ◽

Term Structure ◽

Long Memory ◽

Inflation Uncertainty ◽

Memory Inflation

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

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Demand and Supply Factors in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2273735 ◽

2013 ◽

Author(s):

Chen Guo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Demand And Supply

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