The term structure of interest rates and regime shifts
type: Item
instance of: scholarly article
title: The term structure of interest rates and regime shifts
zbMATH Open document ID: 0900.90026
DOI: 10.1016/0165-1765(95)00731-8
author: Peter Kugler
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 985194
zbMATH Keywords: Term structure
zbMATH Keywords: Regime changes
zbMATH Keywords: Markov switching
zbMATH Keywords: VAR
MaRDI profile type: MaRDI publication profile
full work available at URL: 0165-1765(95)00731-8
OpenAlex ID: W2068589526
cites work: Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Analysis of time series subject to changes in regime
cites work: Q4326404
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description: scientific article; zbMATH DE number 985194