AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES

Authors

  • Steven W. Dobson,

  • Richard C. Sutch,

  • David E. Vanderford

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    • Federal Reserve Bank of Dallas, University of California, Berkeley, and Economic Dynamics International, respectively.

  • The authors wish to thank John H. Wood for very helpful comments which considerably improved this paper.

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