Smooth dynamic factor analysis with application to the US term structure of interest rates
Borus Jungbacker, Siem Jan Koopman and Michel van der Wel
| Year of publication: |
2014
|
|---|---|
| Authors: | Jungbacker, Borus ; Koopman, Siem Jan ; Wel, Michel van der |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 1, p. 65-90
|
| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Schätzung | Estimation | USA | United States | 1970-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010414251