
Interest rate linkages: a Kalman filter approach to detecting structural change
Marco R. Barassi, Guglielmo Maria Caporale, Stephen G. HallVolume:
22
Année:
2005
Langue:
english
Pages:
285
DOI:
10.1016/j.econmod.2003.12.005
Fichier:
PDF, 423 KB
english, 2005