A LATENT TIME-SERIES MODEL OF THE CYCLICAL BEHAVIOR OF INTEREST-RATES

[1] THE TERM STRUCTURE OF INTEREST-RATES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517

[2] ECHOLS ME, 1976, AM ECON REV, V66, P28

[3] FUNDAMENTAL DETERMINANTS OF INTEREST RATE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (04) : 363 - 375

[4] FISHMAN GS, 1969, SPECTRAL METHODS ECO

[5] GEWEKE J, UNPUBLISHED

[6] Geweke J., 1978, J ECONOMETRICS, V7, P163, DOI DOI 10.1016/0304-4076(78)90067-2

[7] Geweke J. F., 1977, LATENT VARIABLES SOC, P365

[8] GEWEKE JF, 1979, LATENT VARIABLE MODE

[9] GEWEKE JF, 1978, EXPLORATORY FACTOR A

[10] PRICE-EXPECTATIONS EFFECTS ON INTEREST RATES [J]. JOURNAL OF FINANCE, 1970, 25 (01) : 19 - 34

[1] THE TERM STRUCTURE OF INTEREST-RATES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517

[2] ECHOLS ME, 1976, AM ECON REV, V66, P28

[3] FUNDAMENTAL DETERMINANTS OF INTEREST RATE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (04) : 363 - 375

[4] FISHMAN GS, 1969, SPECTRAL METHODS ECO

[5] GEWEKE J, UNPUBLISHED

[6] Geweke J., 1978, J ECONOMETRICS, V7, P163, DOI DOI 10.1016/0304-4076(78)90067-2

[7] Geweke J. F., 1977, LATENT VARIABLES SOC, P365

[8] GEWEKE JF, 1979, LATENT VARIABLE MODE

[9] GEWEKE JF, 1978, EXPLORATORY FACTOR A

[10] PRICE-EXPECTATIONS EFFECTS ON INTEREST RATES [J]. JOURNAL OF FINANCE, 1970, 25 (01) : 19 - 34