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A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates

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  • Cargill, Thomas F
  • Meyer, Robert A, Jr

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  • Cargill, Thomas F & Meyer, Robert A, Jr, 1972. "A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(2), pages 223-238, June.
    • Handle: RePEc:ier:iecrev:v:13:y:1972:i:2:p:223-38
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    Cited by:

    1. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.
    2. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "The term structure of interest rates across frequencies," Working Paper Series 976, European Central Bank.
    3. R Dunn, 1983. "Spectral Analysis and Distributed Lags in Geographical Studies of Local Unemployment: 2. Distributed Lags," Environment and Planning A, , vol. 15(8), pages 1043-1055, August.

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