Near unit roots, cointegration, and the term structure of interest rates
Year of publication: |
2000
|
---|---|
Authors: | Lanne, Markku |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 15.2000, 5, p. 513-529
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
-
Sugita, Katsuhiro, (2017)
-
An invariance property of the common trands under linear transformations of the data
Johansen, Søren, (2010)
-
Wolters, Jürgen, (1990)
- 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 ...