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Interest rate reaction functions for the euro area

✍ Scribed by Karsten Ruth

Book ID
105855626
Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
477 KB
Volume
33
Category
Article
ISSN
0377-7332

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πŸ“œ SIMILAR VOLUMES

Forecasting Aggregated Moving Average Pr
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate
✍ Giacomo Sbrana πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 120 KB

## ABSTRACT This paper focuses on the contemporaneous aggregation of moving average processes. It is shown that aggregating across second (or first)‐order (integrated) moving average processes leads to a macro process whose parameters are exact functions of the parameters of its generation process.