Fernández-Serrano, J. L., & Robles-Fernández, M. D. (2008). Time-series model forecasts and structural breaks: Evidence from Spanish pre-EMU interest rates. Applied economics, 40(13), 1707-1721. https://doi.org/10.1080/00036840600895640
Chicago Style (17th ed.) CitationFernández-Serrano, José Luis, and M. Dolores Robles-Fernández. "Time-series Model Forecasts and Structural Breaks: Evidence from Spanish Pre-EMU Interest Rates." Applied Economics 40, no. 13 (2008): 1707-1721. https://doi.org/10.1080/00036840600895640.
MLA (9th ed.) CitationFernández-Serrano, José Luis, and M. Dolores Robles-Fernández. "Time-series Model Forecasts and Structural Breaks: Evidence from Spanish Pre-EMU Interest Rates." Applied Economics, vol. 40, no. 13, 2008, pp. 1707-1721, https://doi.org/10.1080/00036840600895640.