Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Tkacz, Greg - 2000
Persistent link: https://www.econbiz.de/10001453451