Cointegration rank switching model : an application to forecasting interest rates
Year of publication: |
2011
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 5, p. 509-522
|
Subject: | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | USA | United States | 1976-1985 |
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