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