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Specification Analysis of Diffusion Models for the Italian Short Rate
Article first published online: 5 JUL 2005
Volume 34, Issue 1, pages 51–83, February 2005
How to Cite
Gentile, M. and Renò, R. (2005), Specification Analysis of Diffusion Models for the Italian Short Rate. Economic Notes, 34: 51–83. doi: 10.1111/j.0391-5026.2005.00144.x
The authors thank the participants at the CIDE Summer School of June 2001, in particular Carlo Bianchi, Eduardo Rossi and George Tauchen. They acknowledge Claudio Impenna's useful suggestions. They thank the participants at the CIDE Seminar, University of Perugia, the Faculty of the Doctoral Program in Economics and Management Scuola degli Studi Superiori S. Anna for their stimulating discussions and suggestions. The financial and academic support of the association Amici della Scuola Normale Superiore in Pisa is gratefully acknowledged. The authors finally thank four anonymous referees. All errors and omissions are the authors’ own.
- Issue published online: 5 JUL 2005
- Article first published online: 5 JUL 2005
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