A SVECM Model of the UK Economy and The Term Premium
Year of publication: |
2011-08
|
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Authors: | DUNGEY, MARDI ; VEHBI, M. TUGRUL |
Institutions: | Crawford School of Public Policy, Australian National University |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 28 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C51 - Model Construction and Estimation ; C32 - Time-Series Models |
Source: |
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