مرکز منطقه ای اطلاع رساني علوم و فناوري - A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure

Title of article :

A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure

Author/Authors :

Michael P. Clements، نويسنده , , Ana Beatriz Galv?o، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

219

To page :

236

Keywords :

Threshold nonlinearities , cointegration , Term structure , forecasting

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179085

Link To Document :