Gaussian macro-finance term structure models with lags

Scott Joslin; Anh Le; Kenneth J. Singleton

Year of publication:	2013
Authors:	Joslin, Scott ; Le, Anh ; Singleton, Kenneth J.
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 11.2013, 4, p. 581-609
Subject:	Macro-finance term structure model \| Lags \| Taylor Rule Identification \| Zinsstruktur \| Yield curve \| Taylor-Regel \| Taylor rule \| Theorie \| Theory \| Geldpolitik \| Monetary policy \| Schätzung \| Estimation \| Lag-Modell \| Lag model

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