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The Euribor rate: a forecasting exercise based on fractional integration

dc.contributor.authorCuestas, Juan Carlos
dc.contributor.authorGil-Alana, Luis
dc.date.accessioned2023-10-13T07:10:05Z
dc.date.available2023-10-13T07:10:05Z
dc.date.issued2023
dc.identifier.citationJuan Carlos Cuestas & Luis Alberiko Gil-Alana (2023) The Euribor rate: a forecasting exercise based on fractional integration, Applied Economics Letters, DOI: 10.1080/13504851.2023.2259592ca_CA
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.urihttp://hdl.handle.net/10234/204466
dc.description.abstractIn this paper we analyse the evolution of the 12-month EURIBOR, with the aim of forecasting its trend in the forthcoming years. Using fractional integration, we find that the Euribor will return to a downward trend towards the end of 2023 and potentially reach negative numbers by 2025.ca_CA
dc.format.extent10 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherTaylor and Francis Groupca_CA
dc.relationIntegración fraccional: avances teóricos y desarrollos empíricosca_CA
dc.relation.isPartOfApplied Economics Letters, 2023ca_CA
dc.rightsCopyright © Taylor and Francis Groupca_CA
dc.rights.urihttp://rightsstatements.org/vocab/CNE/1.0/ca_CA
dc.subjectEURIBORca_CA
dc.subjectmortgagesca_CA
dc.subjectforecastca_CA
dc.subjectEuropean Unionca_CA
dc.subjectfinanceca_CA
dc.titleThe Euribor rate: a forecasting exercise based on fractional integrationca_CA
dc.typeinfo:eu-repo/semantics/articleca_CA
dc.identifier.doihttps://doi.org/10.1080/13504851.2023.2259592
dc.rights.accessRightsinfo:eu-repo/semantics/embargoedAccessca_CA
dc.relation.publisherVersionhttps://www.tandfonline.com/doi/abs/10.1080/13504851.2023.2259592ca_CA
dc.description.sponsorshipThe work was supported by the Generalitat Valenciana [AICO/2021/005]; Ministerio de Economía, Industria y Competitividad [MINEIC-AEI-FEDER PID2020-113691RB-I00]; Universitat Jaume I [UJI-B2022-03].
dc.description.sponsorshipLuis A. Gil-Alana gratefully acknowledges financial support from the MINEIC-AEI-FEDER PID2020-113691RB-I00 project from ‘Ministerio de Economía, Industria y Competitividad’ (MINEIC), `Agencia Estatal de Investigación’ (AEI) Spain and `Fondo Europeo de Desarrollo Regional’ (FEDER). An internal Project from the Universidad Francisco de Vitoria is also acknowledged. Juan Carlos Cuestas acknowledged the support of the financial support from the Generalitat Valenciana project no. AICO/2021/005 and the Universitat Jaume I Project UJI-B2022-03
dc.type.versioninfo:eu-repo/semantics/acceptedVersionca_CA
project.funder.identifierhttp://dx.doi.org/10.13039/501100011033ca_CA
project.funder.nameMinisterio de Ciencia, Innovación y Universidadesca_CA
project.funder.nameGeneralitat Valencianaca_CA
project.funder.nameUniversitat Jaume Ica_CA
oaire.awardNumberMICIU/ICTI2017-2020/PID2020-113691RB-I00ca_CA
oaire.awardNumberAICO/2021/005ca_CA
oaire.awardNumberUJI-B2022-03ca_CA
dc.subject.ods8. Trabajo decente y crecimiento económicoca_CA


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