Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates
| Year of publication: |
2008
|
|---|---|
| Authors: | McMillan, David |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 35.2008, 3, p. 591-606
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Asymmetric adjustment | Cointegration | Interest rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005382334