Monetary policy and the slope factor in empirical term structure estimations
Year of publication: |
23 Aug. 2001 ; [Elektronische Ressource]
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Other Persons: | Wu, Tao (contributor) |
Institutions: | Federal Reserve Bank of San Francisco (contributor) |
Publisher: |
San Francisco, CA : Federal Reserve Bank of San Francisco |
Subject: | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Schock | Shock | VAR-Modell | VAR model | USA | United States | Momentenmethode | Method of moments |
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