TIME VARIATION IN THE RELATIONSHIP BETWEEN INFLATION AND INTEREST-RATES

[1] ATHANS M, 1974, ANN ECON SOC MEAS, V3, P49

[2] FAMA EF, 1975, AM ECON REV, V65, P269

[3] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63

[4] GIBSON K, 1972, AM EC REV, V62, P854

[5] ON IDENTIFICATION OF VARIANCES AND ADAPTIVE KALMAN FILTERING [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (02) : 175 - &

[6] NELSON C, 1975, 7522 U CHIC GRAD SCH

[7] ROSENBERG B, 1973, ANN ECON SOC MEAS, V2, P399

[8] RUTLEDGE J, 1975, I FISHER AUTOREGRESS

[9] Sage AP, 1971, ESTIMATION THEORY AP

[10] SARGENT T, 1976, EXPLORATIONS EC RES, V3, P303

[1] ATHANS M, 1974, ANN ECON SOC MEAS, V3, P49

[2] FAMA EF, 1975, AM ECON REV, V65, P269

[3] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 54 - 63

[4] GIBSON K, 1972, AM EC REV, V62, P854

[5] ON IDENTIFICATION OF VARIANCES AND ADAPTIVE KALMAN FILTERING [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (02) : 175 - &

[6] NELSON C, 1975, 7522 U CHIC GRAD SCH

[7] ROSENBERG B, 1973, ANN ECON SOC MEAS, V2, P399

[8] RUTLEDGE J, 1975, I FISHER AUTOREGRESS

[9] Sage AP, 1971, ESTIMATION THEORY AP

[10] SARGENT T, 1976, EXPLORATIONS EC RES, V3, P303