Title:

Modelling the German Yield Curve and Testing the Lucas Critique, 1975-2001

Authors:

Carlos Santos (U Católica Portuguesa) (U Católica Portuguesa)
Maria Alberta Oliveira (Inst Sup Maia)

Journal:

Applied Econometrics And International Development

Year:

2007

Volume:

7

Pages:

53-64

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E47 - Forecasting and Simulation