Macroeconomic fluctuations and the forward yield curve

Ana María Chirinos; Carolina Pagliacci

Year of publication:	2014
Authors:	Chirinos, Ana María ; Pagliacci, Carolina
Publisher:	Caracas : Gerencia de Comunicaciones Institucionales, BCV
Subject:	Forward yield curve \| SVAR \| structural shocks \| sign restrictions \| forward interest rates \| spread \| volatility \| Venezuelan bond market \| Nelson-Siegel factors \| Zinsstruktur \| Yield curve \| Schock \| Shock \| VAR-Modell \| VAR model \| Volatilität \| Volatility \| Rentenmarkt \| Bond market \| Theorie \| Theory \| Öffentliche Anleihe \| Public bond \| Geldpolitik \| Monetary policy \| Zinsderivat \| Interest rate derivative

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