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RATIONAL-EXPECTATIONS ECONOMETRIC-ANALYSIS OF CHANGES IN REGIME - AN INVESTIGATION OF THE TERM STRUCTURE OF INTEREST-RATES
被引:437
作者
:
HAMILTON, JD
论文数:
0
引用数:
0
h-index:
0
HAMILTON, JD
机构
:
来源
:
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
|
1988年
/ 12卷
/ 2-3期
关键词
:
D O I
:
10.1016/0165-1889(88)90047-4
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:385 / 423
页数:39
相关论文
共 35 条
[1]
HIGH AND VOLATILE REAL INTEREST-RATES - WHERE DOES THE FED FIT IN
ANTONCIC, M
论文数:
0
引用数:
0
h-index:
0
ANTONCIC, M
[J].
JOURNAL OF MONEY CREDIT AND BANKING,
1986,
18
(01)
: 18
-
27
[2]
Box G.E.P., 1976, TIME SERIES ANAL
[3]
A DEFENSE OF TRADITIONAL HYPOTHESES ABOUT THE TERM STRUCTURE OF INTEREST-RATES
CAMPBELL, JY
论文数:
0
引用数:
0
h-index:
0
CAMPBELL, JY
[J].
JOURNAL OF FINANCE,
1986,
41
(01)
: 183
-
193
[4]
CAMPBELL JY, 1984, AM ECON REV, V74, P44
[5]
CHIANG CL, 1980, INTRO STOCHASTIC PRO
[6]
SERIAL-CORRELATION IN LATENT DISCRETE VARIABLE MODELS
COSSLETT, SR
论文数:
0
引用数:
0
h-index:
0
COSSLETT, SR
LEE, LF
论文数:
0
引用数:
0
h-index:
0
LEE, LF
[J].
JOURNAL OF ECONOMETRICS,
1985,
27
(01)
: 79
-
97
[7]
COX JC, 1981, J FINANC, V36, P769
[8]
TESTING FOR THE ABSENCE OF EXPECTED REAL PROFITS FROM FORWARD MARKET SPECULATION
ENGEL, CM
论文数:
0
引用数:
0
h-index:
0
ENGEL, CM
[J].
JOURNAL OF INTERNATIONAL ECONOMICS,
1984,
17
(3-4)
: 299
-
308
[9]
ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ENGLE, RF
LILIEN, DM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
LILIEN, DM
ROBINS, RP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ROBINS, RP
[J].
ECONOMETRICA,
1987,
55
(02)
: 391
-
407
[10]
AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
ENGLE, RF
[J].
ECONOMETRICA,
1982,
50
(04)
: 987
-
1007
←
1
2
3
4
→
共 35 条
[1]
HIGH AND VOLATILE REAL INTEREST-RATES - WHERE DOES THE FED FIT IN
ANTONCIC, M
论文数:
0
引用数:
0
h-index:
0
ANTONCIC, M
[J].
JOURNAL OF MONEY CREDIT AND BANKING,
1986,
18
(01)
: 18
-
27
[2]
Box G.E.P., 1976, TIME SERIES ANAL
[3]
A DEFENSE OF TRADITIONAL HYPOTHESES ABOUT THE TERM STRUCTURE OF INTEREST-RATES
CAMPBELL, JY
论文数:
0
引用数:
0
h-index:
0
CAMPBELL, JY
[J].
JOURNAL OF FINANCE,
1986,
41
(01)
: 183
-
193
[4]
CAMPBELL JY, 1984, AM ECON REV, V74, P44
[5]
CHIANG CL, 1980, INTRO STOCHASTIC PRO
[6]
SERIAL-CORRELATION IN LATENT DISCRETE VARIABLE MODELS
COSSLETT, SR
论文数:
0
引用数:
0
h-index:
0
COSSLETT, SR
LEE, LF
论文数:
0
引用数:
0
h-index:
0
LEE, LF
[J].
JOURNAL OF ECONOMETRICS,
1985,
27
(01)
: 79
-
97
[7]
COX JC, 1981, J FINANC, V36, P769
[8]
TESTING FOR THE ABSENCE OF EXPECTED REAL PROFITS FROM FORWARD MARKET SPECULATION
ENGEL, CM
论文数:
0
引用数:
0
h-index:
0
ENGEL, CM
[J].
JOURNAL OF INTERNATIONAL ECONOMICS,
1984,
17
(3-4)
: 299
-
308
[9]
ESTIMATING TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE - THE ARCH-M MODEL
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ENGLE, RF
LILIEN, DM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
LILIEN, DM
ROBINS, RP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF IRVINE,DEPT ECON,IRVINE,CA 92717
ROBINS, RP
[J].
ECONOMETRICA,
1987,
55
(02)
: 391
-
407
[10]
AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND
ENGLE, RF
[J].
ECONOMETRICA,
1982,
50
(04)
: 987
-
1007
←
1
2
3
4
→