RATIONAL-EXPECTATIONS ECONOMETRIC ANALYSIS OF CHANGES IN REGIME: AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST RATES

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HAMILTON J.D.

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Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMIC DYNAMICS AND CONTROL Year:1988 | Volume:12 | Issue:2-3 Page(s): 385-423

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Title

RATIONAL-EXPECTATIONS ECONOMETRIC ANALYSIS OF CHANGES IN REGIME: AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST RATES

Author(s)

HAMILTON J.D. | Issue Writer Certificate

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Abstract

Cites

ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING

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APA: Copy

HAMILTON, J.D.. (1988). RATIONAL-EXPECTATIONS ECONOMETRIC ANALYSIS OF CHANGES IN REGIME: AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST RATES. JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, 12(2-3), 385-423. SID. https://sid.ir/paper/603261/en

Vancouver: Copy

HAMILTON J.D.. RATIONAL-EXPECTATIONS ECONOMETRIC ANALYSIS OF CHANGES IN REGIME: AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST RATES. JOURNAL OF ECONOMIC DYNAMICS AND CONTROL[Internet]. 1988;12(2-3):385-423. Available from: https://sid.ir/paper/603261/en

IEEE: Copy

J.D. HAMILTON, “RATIONAL-EXPECTATIONS ECONOMETRIC ANALYSIS OF CHANGES IN REGIME: AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST RATES,” JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, vol. 12, no. 2-3, pp. 385–423, 1988, [Online]. Available: https://sid.ir/paper/603261/en

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