Regime switches in interest rates
By: Andrew Ang, Geert Bekaert.
Contributors: Bekaert, Geert.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6508; Working paper series (National Bureau of Economic Research) -- working paper no. 6508.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Interest rates -- Forecasting -- Statistical methods.; Interest rates -- United States -- Econometric models.; Interest rates -- Great Britain -- Econometric models.; Interest rates -- Germany -- Econometric models.; Stochastic analysis.
Notes: "April 1998."

JEL no. C32, C53, E32, E44, G12.

Includes bibliographical references (p. 35-37).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.