Regime Switches in Interest Rates
收藏NBER1998-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w6508
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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
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美国国家经济研究局创建时间：
1998-04-01
