Regime Switches in Interest Rates
Year of publication: |
1998-04
|
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Authors: | Ang, Andrew ; Bekaert, Geert |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Ang, Andrew and Geert Bekaert. "Regime Switches In Interest Rates," Journal of Business and Economic Statistics, 2002, v20(2,Apr), 163-182. Number 6508 |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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