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Interest rate linkages: a Kalman filter approach to detecting structural change

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Author Info
Barassi, Marco R.
Caporale, Guglielmo Maria
Hall, Stephen G.

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Abstract

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Publisher Info
Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 22 (2005)
Issue (Month): 2 (March)
Pages: 253-284
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Handle: RePEc:eee:ecmode:v:22:y:2005:i:2:p:253-284

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Web page: http://www.elsevier.com/locate/inca/30411

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  1. Olivier Basdevant & David Hargreaves, 2003. "Modelling structural change: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/03, Reserve Bank of New Zealand. [Downloadable!]
  2. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The Univeristy of Manchester. [Downloadable!]
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  3. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS. [Downloadable!]
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