Changing beliefs and the term structure of interest rates: Cross-equation restrictions with drifting parameters

Review of Economic Dynamics

Volumn 8, Issue 2 SPEC. ISS., 2005, Pages 420-451

  Cogley, Timothy ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayesian analysis; Monte Carlo methods; Term structure of interest rates

Indexed keywords

EID: 16244390866     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2005.01.004     Document Type: Article

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