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Recent evidence on political brinkmanship and Treasury yields
Nippani, Srinivas; Parnes, Dror - In: Journal of financial economic policy 9 (2017) 3, pp. 302-323
Persistent link: https://www.econbiz.de/10011800031
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Interest rates linkages between the French, German and USA interest rates: econometric evidence for the "German and US Dominance" hypothesis
Fisher, Lance; Joyeux, Roselyne; Worner, William E. - 1997
Persistent link: https://www.econbiz.de/10000658094
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003773443
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Nonlinear tools for analyzing and forecasting financial time series : an application to US interest rates
Wesner, Nicolas - In: International finance and monetary policy, (pp. 157-186). 2006
Persistent link: https://www.econbiz.de/10003459477
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Nonlinear tools for analyzing and rorecasting financial time series : an application to US interest rates
Wesner, Nicolas - In: Progress in economics research 14 (2008), pp. 111-140
Persistent link: https://www.econbiz.de/10008858867
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a …
Persistent link: https://www.econbiz.de/10009735355
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Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku; Saikkonen, Pentti - 2000
A new kind of mixture autoregressive model with GARCH errors is introduced and applied to the U.S. short-term interest rate. According to the diagnostic tests developed in the paper and further informal checks the model is capable of capturing both of the typical characteristics of the...
Persistent link: https://www.econbiz.de/10009612047
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Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku; Saikkonen, Pentti - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 96-125
Persistent link: https://www.econbiz.de/10002220969