TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS

DOI10.1017/S1365100502020163zbMath1058.91067MaRDI QIDQ4434339

Michael P. Clements, Ana Beatriz C. Galvão

Publication date: 2003

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

Expectations TheoryTerm StructureThreshold Models

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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