Title of article :
Interest rate linkages: a Kalman filter approach to detecting structural change
Author/Authors :
Marco R. Barassi، نويسنده , , Guglielmo Maria Caporale، نويسنده , , Stephen G. Hall، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
32
From page :
253
To page :
284
Keywords :
Interest rate linkages , Weak exogeneity , Kalman filter , Structural change , Long-run causality
Journal title :
Economic Modelling
Serial Year :
2005
Journal title :
Economic Modelling
Record number :
227670
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227670
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