Interest rate linkages: a Kalman filter approach to detecting structural change
| 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 868243. - Vol. 22.2005, 2, p. 253-284
|