A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645): Difference between revisions

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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Bond pricing in a hidden Markov model of the short rate
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