Alternative approaches to modeling time variation in the case of the U. S. real interest rate

DOI10.1023/A:1008674730396zbMath0911.90086OpenAlexW1574827894MaRDI QIDQ1386853

Basma Bekdache

Publication date: 26 May 1998

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008674730396

zbMATH Keywords

real interest raterandom-walk modelthree-state Markov switching modeltime varying parameter models

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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