The expectations theory of interest rates: Cointegration and factor decomposition

B-Tier
Journal: International Journal of Forecasting
Year: 1995
Volume: 11
Issue: 2
Pages: 253-262

Authors (2)

Choi, Seungmook (not in RePEc) Wohar, Mark E. (University of Nebraska-Omaha)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:intfor:v:11:y:1995:i:2:p:253-262
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29