Testing the present value hypothesis from a vector autoregression with stochastic regime switching


Driffill, J. and Sola, M. (1992) Testing the present value hypothesis from a vector autoregression with stochastic regime switching. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9216).

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Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 33337
Date Deposited: 28 Jan 2008
Last Modified: 27 Mar 2014 18:20
Publisher: University of Southampton
URI: http://eprints.soton.ac.uk/id/eprint/33337

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