Macroeconomic determinants of the term structure : long-run and short-run dynamics
Hitesh Doshi, Kris Jacobs, Rui Liu
| Year of publication: |
2018
|
|---|---|
| Authors: | Doshi, Hitesh ; Jacobs, Kris ; Liu, Rui |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 48.2018, p. 99-122
|
| Subject: | Term structure | Inflation | Real activity growth | Long-run component | Filtering | Zinsstruktur | Yield curve | Theorie | Theory | Wirtschaftswachstum | Economic growth | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Inflationsrate | Inflation rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012109275