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A developmental study of decay rate in long-term memory

✍ Scribed by Gloria Fajnsztejn-Pollack

Book ID
115965588
Publisher
Elsevier Science
Year
1973
Tongue
English
Weight
581 KB
Volume
16
Category
Article
ISSN
0022-0965

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## Abstract The issues of non‐stationarity and long memory of real interest rates are examined here. Autoregressive models allowing short‐term mean reversion are compared with fractional integration models in terms of their ability to explain the behaviour of the data and to forecast out‐of‐sample.