A dynamic factor model of yield curve as a predictor of the economy

Marcelle Chauvet and Zeynep Senyuz

Year of publication:	2012
Authors:	Chauvet, Marcelle ; Senyuz, Zeynep
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Frühindikator \| Leading indicator \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Wirtschaftsindikator \| Economic indicator \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Markov-Kette \| Markov chain \| Theorie \| Theory \| USA \| United States

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