A note on threshold cointegration dynamics in the Australian term structure of interest rates
Zouheir Mighri
| Year of publication: |
August 2016
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|---|---|
| Authors: | Mighri, Zouheir |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 8, p. 801-809
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| Subject: | Asymmetric Adjustment | Threshold Unit Root | Threshold Cointegration | TAR | MTAR | Interest Rates | Spread | Error Correction | Kointegration | Cointegration | Zinsstruktur | Yield curve | Australien | Australia | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718596