Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Year of publication: |
1999
|
---|---|
Authors: | Lanne, Markku |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 3, p. 393-398
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States |
-
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente, (1996)
-
"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
-
Lanne, Markku, (1997)
- More ...
-
A noncausal autoregressive model with time-varying parameters: An application to US inflation
Lanne, Markku, (2013)
-
Noncausality and inflation persistence
Lanne, Markku, (2013)
-
Lanne, Markku, (2019)
- More ...