Testing the expectations theory of the term structure of interest rates in threshold models
Year of publication: |
2003
|
---|---|
Authors: | Clements, Michael P. ; Galvão, Ana Beatriz C. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 7.2003, 4, p. 567-585
|
Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Kausalanalyse | Causality analysis | USA | United States | 1955-2000 |
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