跳至主要内容

博文

目前显示的是标签为“Augmented Dickey-Fuller (ADF)”的博文

Empirical Research on Repo Rates Based on Exponenti- al Smooth Transition Autoregressive Model

Read  full  paper  at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=41#.VNhq6yzQrzE Author(s)    Qi-zhi He Affiliation(s) School of Statistics, Anhui University of Finance and Economics . ABSTRACT In the process of China's marketization of interest rates, researching the characteristics of interest rates has very important theoretical and practical significance. Based on Chinese interbank repo interest rates, the characteristics of daily interest rates and monthly interest rates and their spreads have been researched, and unit root tests are paid to the level, the first difference and the spread of daily interest rates and monthly interest rates based on the traditional method and the exponential smooth transition autoregressive method (ESTAR) respectively. The results show: Firstly, as for different term of repo interest rates, the characteristics are different. Secondly, both lists of daily rates and monthly r...