Interest rate linkages : a Kalman filter approach to detecting structural change
Marco R. Barassi; Guglielmo Maria Caporale; Stephen G. Hall
| Year of publication: |
2005
|
|---|---|
| Authors: | Barassi, Marco R. ; Caporale, Guglielmo Maria ; Hall, Stephen G. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 22.2005, 2, p. 253-284
|
| Subject: | Zinsparität | Interest rate parity | Kointegration | Cointegration | G7-Staaten | G7 countries | Zustandsraummodell | State space model | 1980-1998 |
| 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/10002636882