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Short-term and long-term government debt and nonresident interest withholding taxes

✍ Scribed by Sylvester C.W Eijffinger; Harry P Huizinga; Jan J.G Lemmen

Book ID: 114095623
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 97 KB
Volume: 68
Category: Article
ISSN: 0047-2727
DOI: 10.1016/s0047-2727(98)00013-9

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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.