A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Marco R. Barassi; Guglielmo Maria Caporale; Guglielmo Maria Caporale
| Year of publication: |
2005
|
|---|---|
| Authors: | Barassi, Marco R. ; Caporale, Guglielmo Maria ; Hall, Stephen G. |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 16.2005, 2, p. 107-133
|
| Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | G7-Staaten | G7 countries | 1980-1998 |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10002756312