Structural changes in the cointegrated vector autoregressive model (Q1810669)
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scientific article; zbMATH DE number 1924787
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| English | Structural changes in the cointegrated vector autoregressive model |
scientific article; zbMATH DE number 1924787 |
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Structural changes in the cointegrated vector autoregressive model (English)
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9 June 2003
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structural changes
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cointegration
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vector autoregression
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term structures
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expectations hypothesis
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0.8069617748260498
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0.8069617748260498
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0.8053814172744751
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0.797728955745697
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0.7972590327262878
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