Pages that link to "Item:Q5894587"
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The following pages link to Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587):
Displaying 13 items.
- Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates (Q1113255) (← links)
- Testing the stationarity of interest rates using a SUR approach (Q1275111) (← links)
- The revival of the expectations hypothesis of the US term structure of interest rates (Q1389754) (← links)
- Nonstationary term premia and cointegration of the term structure (Q1927363) (← links)
- Are German money market rates well behaved? (Q1978477) (← links)
- Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break (Q2400235) (← links)
- A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (Q3606397) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
