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Changes in regime and the term...
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12
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ECONIS (ZBW)
12
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1
The term structure of interest rates : structural stability and macroeconomic policy changes in the UK
Driffill, John
-
1990
Persistent link: https://www.econbiz.de/10000128452
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2
Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
Saved in:
3
The term structure of interest rates : structural stability and macroeconomic policy changes in the UK
Driffill, John
-
1990
Persistent link: https://www.econbiz.de/10000791446
Saved in:
4
Changes in regime and the term structure : a note
Driffill, John
-
1990
Persistent link: https://www.econbiz.de/10000797052
Saved in:
5
Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin
- In:
Journal of economic dynamics & control
18
(
1994
)
3
,
pp. 601-628
Persistent link: https://www.econbiz.de/10001160926
Saved in:
6
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
Saved in:
7
On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
;
Spagnolo, …
-
2003
Persistent link: https://www.econbiz.de/10001903065
Saved in:
8
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
;
Spagnolo, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
Saved in:
9
Inertia in Taylor rules
Driffill, John
;
Rotondi, Zeno
-
2007
Persistent link: https://www.econbiz.de/10003593193
Saved in:
10
Inertia in Taylor rules
Driffill, John
(
contributor
);
Rotondi, Zeno
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576412
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