Narrow search
Showing 1 - 4 of 4
Cover Image
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2004
Persistent link: https://www.econbiz.de/10002086248
Cover Image
Interest rate linkages : identifying structural relations
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626093
Cover Image
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626094
Cover Image
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626097