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Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation

Year of publication:
2001
Authors: Chopin, Nicolas ; Pelgrin, Florian
Institutions: Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Extent:
application/pdf
Series:
Working Papers.
Type of publication: Book / Working Paper
Notes:
Number 2001-44
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005350686
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