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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P. - 1985
Persistent link: https://www.econbiz.de/10000702898
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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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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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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - In: Applied financial economics 13 (2003) 4, pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - 2000
Persistent link: https://www.econbiz.de/10001503370
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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The persistence of shocks to macroeconomic time series : some evidence from economic theory
Cushing, Matthew Jonathan - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10001203170