A Latent Time Series Model of the Cyclical Behavior of Interest Rates

• 1 October 1980
• journal article
• Published by JSTOR in International Economic Review
• Vol. 21  (3) , 559
• https://doi.org/10.2307/2526352

Abstract

Keywords

• CYCLICAL BEHAVIOR
• INTEREST RATES
• SERIES MODEL
• LATENT TIME SERIES