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A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
Chua, Chew Lian, (2014)
Bank and Official Interest Rates : How Do They Interact Over Time?
Lim, Guay C., (2011)
Predicting Short-Term Interest Rates : Does Bayesian Model Averaging Provide Forecast Improvement?
Chua, Chew Lian, (2011)