• Abstract
  • Non-technical summary
  • 1 Introduction2 International linkages in interest rates
  • 3 Methodology
  • 3.1 Modeling the yield curve using a dynamicfactor model
  • 3.2 A domestic factor model for theyield curve
  • 3.3 An international factor model forthe yield curve
  • 3.4 Forecasting the yield curve v4 Data
  • 5 Results
  • 5.1 Analysis
  • 5.2 Assessment
  • 6 Conclusion
  • References
  • Tables
  • European Central Bank Working Paper Series