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~isPartOf:"Department of Economics discussion paper / Department of Economics, The University of Birmingham"
~person:"Caporale, Guglielmo Maria"
~subject:"State space model"
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Caporale, Guglielmo Maria
Barassi, Marco R.
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
Discussion papers / The Centre for International Macroeconomics
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Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
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Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
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