Journal article

A SPECTRAL TEMPORAL INDEX WITH AN APPLICATION TO UNITED-STATES INTEREST-RATES

GC LIM, VL MARTIN

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | AMER STATISTICAL ASSOC | Published : 1994

DOI: 10.2307/1391925

University of Melbourne Researchers

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Keywords

Economics
Principal Components
Term Structure
Social Sciences
Spectral Analysis
Physical Sciences
Social Sciences, Mathematical Methods
35 Commerce, Management, Tourism and Services
Science & Technology
Interest-Rate Index
49 Mathematical Sciences
38 Economics
Statistics & Probability
Business & Economics
Mathematics
Moving Average Filter
Mathematical Methods in Social Sciences