Testing for Parameter Stability in Dynamic Models Across Frequencies
Year of publication: |
2006-05-31
|
---|---|
Authors: | Candelon, Bertrand ; Cubadda, Gianluca |
Institutions: | Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia |
Subject: | Structural breaks | spectral analysis | productivity slowdown | yield curve |
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