Testing the term structure of interest rates using a stationary vector autoregression with regime switching
| Year of publication: |
1994
|
|---|---|
| Authors: | Sola, Martin ; Driffill, John |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 18.1994, 3-4, p. 601-628
|
| Publisher: |
Elsevier |