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A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.; Chetverikov, V. - In: Applied economics 48 (2016) 25/27, pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
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Breakeven inflation rates and their puzzling correlation relationships
Cette, Gilbert; Jong, Marielle de - In: Applied economics 45 (2013) 16/18, pp. 2579-2585
Persistent link: https://www.econbiz.de/10009772218
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Public debt accumulation and fiscal consolidation
Oguro, Kazumasa; Sato, Motohiro - In: Applied economics 46 (2014) 7/9, pp. 663-673
Persistent link: https://www.econbiz.de/10010399011
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Robust estimation and inflation forecasting
Silvapulle, Paramsothy; Hewarathna, Ramya - In: Applied economics 34 (2002) 18, pp. 2277-2282
Persistent link: https://www.econbiz.de/10001716723
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A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka
Cooray, Arusha - In: Applied economics 35 (2003) 17, pp. 1819-1827
Persistent link: https://www.econbiz.de/10001831656
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Inflation, real short-term interest rates, and the term structure of interest rates : a regime-switching approach
Chen, Li-Hsueh - In: Applied economics 33 (2001) 3, pp. 393-400
Persistent link: https://www.econbiz.de/10001546045
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The term structure of UK interest rates : tests of the expextations hypothesis
Mills, Terence C. - In: Applied economics 23 (1991) 4, pp. 599-606
Persistent link: https://www.econbiz.de/10001126355
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On the number of common unit roots in the term structure of interest rates
Johnson, Paul A. - In: Applied economics 26 (1994) 8, pp. 815-820
Persistent link: https://www.econbiz.de/10001164715
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Estimation of the specification error in the expectations theory of the teerm structure
Johnson, Paul A. - In: Applied economics 29 (1997) 9, pp. 1239-1247
Persistent link: https://www.econbiz.de/10001227174
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Treasury yield curves and cointegration
Zhang, Hua - In: Applied economics 25 (1993) 3, pp. 361-367
Persistent link: https://www.econbiz.de/10001143453