Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change

Marco Barassi, GM Caporale, SG Hall

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@article{27e713cd258a4de4ba446cb01ee3ad3a,

title = "Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change",

author = "Marco Barassi and GM Caporale and SG Hall",

year = "2005",

month = mar,

day = "1",

doi = "10.1016/j.econmod.2003.12.005",

language = "English",

volume = "22",

pages = "253--284",

journal = "Economic Modelling",

publisher = "Elsevier",

}

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T1 - Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change

AU - Barassi, Marco

AU - Caporale, GM

AU - Hall, SG

PY - 2005/3/1

Y1 - 2005/3/1

UR - http://www.scopus.com/inward/record.url?scp=12144251299&partnerID=8YFLogxK

U2 - 10.1016/j.econmod.2003.12.005

DO - 10.1016/j.econmod.2003.12.005

M3 - Article

VL - 22

SP - 253

EP - 284

JO - Economic Modelling

JF - Economic Modelling

ER -