A joint econometric model of macroeconomic and term-structure dynamics
| Year of publication: |
2006
|
|---|---|
| Authors: | Hordahl, Peter ; Tristani, Oreste ; Vestin, David |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 405-444
|
| Publisher: |
Elsevier |