Changing beliefs and the term structure of interest rates : cross-equation restrictions with drifting parameters
Timothy Cogley
| Year of publication: |
2005
|
|---|---|
| Authors: | Cogley, Timothy |
| Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 8.2005, 2, p. 420-451
|
| Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | VAR-Modell | VAR model | USA | United States | 1952-2002 |
| 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://www.econbiz.de/10003080355