Nonlinear Error Correction Modeling in German Interest Rates.
Year of publication: |
1999
|
---|---|
Authors: | Brannolte, Cord ; Hansen, Gerd ; Kim, Jeong-Ryeol |
Published in: |
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). - Fachbereich Wirtschaftswissenschaften, ISSN 0021-4027. - Vol. 219.1999, 3+4, p. 271-283
|
Publisher: |
Fachbereich Wirtschaftswissenschaften |
Subject: | term structure | smooth transition technique | nonlinear error correction model |
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