Changing beliefs and the term structure of interest rates: Cross-equation restrictions with drifting parameters-Reference-Cited by-同舟云学术

Changing beliefs and the term structure of interest rates: Cross-equation restrictions with drifting parameters

Published:2005-04 Issue:2 Volume:8 Page:420-451
ISSN:1094-2025
Container-title:Review of Economic Dynamics
language:en
Short-container-title:Review of Economic Dynamics

Author:

Cogley Timothy

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference65 articles.

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