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Lam, Jean-Paul
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Endogenous thresholds ad tests for asymmetry in US prime rate movements
Tkacz, Greg
- In:
Economics letters
73
(
2001
)
2
,
pp. 207-211
Persistent link: https://www.econbiz.de/10001613721
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2
Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Tkacz, Greg
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001769739
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3
Estimating policy-neutral interest rates for Canada using a dynamic stochastic general-equilibrium framework
Lam, Jean-Paul
;
Tkacz, Greg
-
2004
Persistent link: https://www.econbiz.de/10002002158
Saved in:
4
Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Tkacz, Greg
-
2000
Persistent link: https://www.econbiz.de/10001453451
Saved in:
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