A mean shift break in the US interest rate

Economics Letters

Volumn 77, Issue 3, 2002, Pages 357-363

  Gil Alana, Luis A ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Fractional integration; Interest rates; Structural break

Indexed keywords

EID: 0036828616     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00148-9     Document Type: Article

References (12)

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