A Latent Time Series Model of the Cyclical Behavior of Interest Rates, (with ). International Economic Review, 21, October 1980, 559-575.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
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A Latent Time Series Model of the Cyclical Behavior of Interest Rates, (with ). International Economic Review, 21, October 1980, 559-575.