Spectral Analysis of the Term Structure of Interest Rates

S-Tier

Journal: Review of Economic Studies

Year: 1968

Volume: 35

Issue: 1

Pages: 67-76

Authors (2)

C. W. J. Granger H. J. B. Rees (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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