Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Year of publication: |
1999
|
---|---|
Authors: | Anderson, Heather M. |
Published in: |
The journal of economic methodology. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-178X, ZDB-ID 1219782-8. - Vol. 6.1999, 1, p. 31-59
|
Subject: | Rationale Erwartung | Rational expectations | Empirische Methode | Empirical method | Staatspapier | Government securities | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | USA | United States | 1983-1995 |
-
Chao, John C., (1997)
-
Avdoulas, Christos, (2020)
-
Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?
Boukhatem, Jamel, (2016)
- More ...
-
Modeling nonlinearity over the business cycle
Granger, C. W. J., (1993)
-
Predicting the probability of a recession with nonlinear autoregressive leading indicator models
Anderson, Heather M., (2000)
-
A cointegration analysis of treasury bill yields
Hall, Anthony D., (1992)
- More ...