An error-correction model of the long-term bond rate
Year of publication: |
1994
|
---|---|
Authors: | Mehra, Yash Pal |
Published in: |
Economic quarterly. - Richmond, Va. : [Verlag nicht ermittelbar], ISSN 1069-7225, ZDB-ID 1308421-5. - Vol. 80.1994, 4, p. 49-68
|
Subject: | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | USA | United States | 1979-1986 |
-
Structural breaks and GARCH modelling
Hall, Stephen G., (1993)
-
Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O., (1999)
-
The treasury yield curve as a cointegrated system
Bradley, Michael G., (1992)
- More ...
-
Velocity and the variability of money growth : evidence from Granger-causality tests reevaluated
Mehra, Yash Pal, (1987)
-
Wage growth and the inflation process : an empirical note
Mehra, Yash Pal, (1989)
-
Cointegration and a test of the quantity theory of money
Mehra, Yash Pal, (1989)
- More ...