Modeling the term structure of interest rates in a dynamic hierarchical factor model
Keyvan Dehmamy, Arne Halberstadt
| Year of publication: |
2015
|
|---|---|
| Authors: | Dehmamy, Keyvan ; Halberstadt, Arne |
| Published in: |
Essays on Bayesian modeling in marketing and economics. - Frankfurt am Main. - 2015, p. 1-43
|
| Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Konjunktur | Business cycle | Inflation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1983-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622257