Welcome, visitor! [ Login

Listings tagged with 'PACKAGE' (3)

 

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. […]

No views yet

 

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, […]

No views yet

 

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

No views yet

 

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, […]

No views yet

 

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 […]

No views yet

 

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. […]

No views yet

 

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 […]

No views yet

 

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., […]

No views yet

 

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 […]

No views yet

 

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 […]

No views yet