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

Testing the present value hypothesis from a vector autoregression with stochastic regime switching
Testing the present value hypothesis from a vector autoregression with stochastic regime switching
9216
University of Southampton
Driffill, J.
99587372-25eb-4fbe-a37e-048dd896ae75
Sola, M.
6348d745-f1e1-4c5b-8e6a-8e748e8ad336
Driffill, J.
99587372-25eb-4fbe-a37e-048dd896ae75
Sola, M.
6348d745-f1e1-4c5b-8e6a-8e748e8ad336

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

Record type: Monograph (Discussion Paper)

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Published date: January 1992

Identifiers

Local EPrints ID: 33337
URI: http://eprints.soton.ac.uk/id/eprint/33337
PURE UUID: 11e6dccf-f86d-4d9d-8ee2-281882f1142f

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Date deposited: 28 Jan 2008
Last modified: 11 Dec 2021 15:20

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Contributors

Author: J. Driffill
Author: M. Sola

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