Hamilton J., Kim D. H, “A Reexamination of the Predictability of Economic A...
Hamilton J., Kim D. H, “A Reexamination of the Predictability of Economic Activity Using the Yield Spread”, Journal of Money,Credit, and Banking,2002, Vol. 34(2), pp.340-344. […]
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Gerlach S,Smets F, “The term structure of Eurorates:Some evidence in suppor...
Gerlach S,Smets F, “The term structure of Eurorates:Some evidence in support of the expectations hypothesis”,Journal of International Money and Finance, 1997, Vol. 16(2), pp.305-321 Okay, […]
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Duffee, G., “Term premia and interest rate forecasts in affine models”, Jou...
Duffee, G., “Term premia and interest rate forecasts in affine models”, Journal of Finance , 2002 , Vol.57, pp.405-443. None
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Wen Bin, “An Empirical Study on the Choice of Benchmark Interest Rate after...
Wen Bin, “An Empirical Study on the Choice of Benchmark Interest Rate after Interest Rates Liberalization in China”, Studies of International Finance, 2004, Vol. 11, […]
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ZOU Ping,Financial Econometrics, Shanghai University of Finance & econo...
ZOU Ping,Financial Econometrics, Shanghai University of Finance & economics Press, Shaihai, 2005, 8. “The quote from Zou Ping in his book “Financial Econometrics” at Shanghai […]
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Daiki,Maki, “ The term structure of interest rates with nonlinear adjustmen...
Daiki,Maki, “ The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework”,Economics bulletin,2005, Vol.5, pp.1-7. […]
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Daiki,Maki，“ Non-linear adjustment in the term structure of interest rates:...
Daiki,Maki，“ Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework”, Applied Financial Economics,2006, Vol.11, pp.1301-1307. **”Non-linear adjustment […]
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Kapetanios, G., Y. Shin, and A. Snell, “Testing for a unit root in the nonl...
Kapetanios, G., Y. Shin, and A. Snell, “Testing for a unit root in the nonlinear STAR framework”, Journal of Econometrics, 2003,Vol. 112, pp.359-379. “Kapetanios, G., […]
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Siliverstovs, Boriss, “The Bi−parameter Smooth Transition Autoregressive mo...
Siliverstovs, Boriss, “The Bi−parameter Smooth Transition Autoregressive model”, Economics Bulletin, 2005, Vol.3, No. 22, pp. 1−11 Okay, I need to write a blog post based […]
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Dick van Dijk, Philip Hans Frances, and Lucas， “Testing for Smooth Transiti...
Dick van Dijk, Philip Hans Frances, and Lucas， “Testing for Smooth Transition Nonlinearity in the Presence of Outliers”, working paper. **”Testing for Smooth Transition Nonlinearity […]
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