Changes in regime and the term structure. A note

DOI10.1016/0165-1889(92)90012-4zbMath0825.90227OpenAlexW1553140337MaRDI QIDQ1186076

John Driffill

Publication date: 28 June 1992

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(92)90012-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites Work

• Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle