The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1999-07-12 (All new papers)
- NEP-ETS-1999-07-12 (Econometric Time Series)
- NEP-MON-1999-07-12 (Monetary Economics)
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