An econometric model of the yield curve with macroeconomic jump effects

Monika Piazzesi

Year of publication:	2001
Authors:	Piazzesi, Monika
Publisher:	Cambridge, Mass. : NBER
Subject:	Kapitaleinkommen \| Capital income \| Rentenmarkt \| Bond market \| Geldpolitik \| Monetary policy \| Makroökonometrie \| Macroeconometrics \| Schätzung \| Estimation \| USA \| United States \| Federal Reserve System / Board of Governors \| Zinspolitik \| Zinsstruktur \| Aktienmarkt

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