Estimation of the specification error in the expectations theory of the teerm structure
Year of publication: |
1997
|
---|---|
Authors: | Johnson, Paul A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 29.1997, 9, p. 1239-1247
|
Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | 1951-1987 |
-
On the number of common unit roots in the term structure of interest rates
Johnson, Paul A., (1994)
-
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente, (1996)
-
"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
- More ...
-
The life-cycle distributional consequences of pay-as-you-go and funded pension systems
Falkingham, Jane, (1993)
-
On the evolution of economic status across generations
Cooper, Suzanne J., (1993)
-
The employment and retirement of older men in England and Wales : a long-run analysis 1881 - 1981
Johnson, Paul, (1991)
- More ...