Estimation of a joint model for the term structure of interest rates and the macroeconomy
by Hans Dewachter; Marco Lyrio; Konstantijn Maes
| Year of publication: |
2001
|
|---|---|
| Authors: | Dewachter, Hans ; Lyrio, Marco ; Maes, Konstantijn |
| Publisher: |
Leuven : Kath. Univ., Dep. Economie, Center for Economic Studies |
| Subject: | Zinsstruktur | Yield curve | Zinspolitik | Interest rate policy | Rentenmarkt | Bond market | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment |
| Extent: | 60 S graph. Darst |
|---|---|
| Series: | Discussion paper series / Center for Economic Studies, Leuven. - Leuven, ZDB-ID 2101570-3. - Vol. 01.18 International economics research paper. - Leuven, ZDB-ID 1217459-2. - Vol. 164 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.kuleuven.ac.be/ew/admin/Publications/Dps0118.pdf Literaturverz. S. 29 - 30 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001608377