Testing the term structure of interest rates using a stationary vector autoregression with regime switching

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1994

Volume: 18

Issue: 3-4

Pages: 601-628

Authors (2)

Sola, Martin (Universidad Torcuato Di Tella) Driffill, John (not in RePEc)

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