Revisiting the term of interest rates: evidence from USA
Year of publication: |
2019
|
---|---|
Authors: | Kuo, Pao-Lan ; Chiu, Chien-Liang ; Chang, Tsangyao ; Wang, Mei-Chih |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 18.2019, 11, p. 1141-1150
|
Subject: | Nonparametric rank tests for cointegration | Threshold autoregression | Expectations hypothesis | Kointegration | Cointegration | Zinsstruktur | Yield curve | Zins | Interest rate | USA | United States | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätzung | Estimation | Schätztheorie | Estimation theory |
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