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Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process : Discussion papers

Francesco Audrino & Marcelo C. Madeiros

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abstract http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1233942 http://ideas.repec.org/p/usg/dp2008/2008-16.html
   
type working paper (English)
   
keywords
   
date of appearance 2008
series title 2008
publisher Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen (St. Gallen)
review not reviewed
   
citation Audrino, F., & Madeiros, M. C. (2008). Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process: Discussion papers. 2008. St. Gallen: Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen.