Regime Switches in Interest Rates
收藏NBER1998-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6508
下载链接
链接失效反馈官方服务：
资源简介：
Regime-switching models are well suited to capture the non-linearities in interest rates. This paper examines the econometric performance of regime-switching models for interest rate data from the US, Germany and the UK. There is strong evidence supporting the presence of regime switches but
提供机构：
美国国家经济研究局
创建时间：
1998-04-01
