Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Year of publication: |
2008
|
---|---|
Authors: | Audrino, Francesco ; Medeiros, Marcelo C. |
Publisher: |
St. Gallen : Dep. of Economics, Univ. |
Subject: | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Zins | Interest rate | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | USA | United States | 1960-2006 |
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