Dynamic factor models with smooth loadings for analyzing the term structure of interest rates

Borus Jungbacker; Siem Jan Koopman; Michel van der Wel

Year of publication:	2009
Authors:	Jungbacker, Borus ; Koopman, Siem Jan ; Wel, Michel van der
Publisher:	Amsterdam [u.a.]
Subject:	Fama-Bliss data set \| Zinsstruktur \| Yield curve \| Schätzung \| Estimation \| Rendite \| Yield \| Zustandsraummodell \| State space model \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Zero-Bond \| Zero-coupon bond \| USA \| United States

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