Regime switches in interest rates

Journal of Business and Economic Statistics

Volumn 20, Issue 2, 2002, Pages 163-182

  Ang, Andrew ^a   Bekaert, Geert ^a  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Business cycle; Forecasting; Interest rate; Regime switching model; Term structure

Indexed keywords

EID: 0036005159     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102317351930     Document Type: Article

References (40)

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