Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson-Siegel models
Jared Levant, Jun Ma
| Year of publication: |
June 2016
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|---|---|
| Authors: | Levant, Jared ; Ma, Jun |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 117-127
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| Subject: | Monetary policy | Term structure | Macroeconomic fundamentals | Dynamic Nelson-Siegel model | Factor-augmented VAR | Structural break | Geldpolitik | Zinsstruktur | Yield curve | Großbritannien | United Kingdom | Theorie | Theory | VAR-Modell | VAR model | Strukturbruch | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662967