Testing the Expectations Theory of the Term Structure of Interest Rates in Threshold Models

C-Tier

Journal: Macroeconomic Dynamics

Year: 2003

Volume: 7

Issue: 4

Pages: 567-585

Authors (2)

CLEMENTS, MICHAEL P. (University of Reading) GALVÃO, ANA BEATRIZ C. (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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