Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
Year of publication: |
2009
|
---|---|
Authors: | McMillan, David G. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 14.2009, 2, p. 139-155
|
Subject: | Non-linear error correction | threshold models | interest rates | Zins | Interest rate | Schätzung | Estimation | Australien | Australia | Zinsstruktur | Yield curve | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
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