The macroeconomy and the yield curve: a dynamic latent factor approach
Year of publication: |
2006
|
---|---|
Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. ; Aruoba, S. Borağan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 309-338
|
Subject: | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Schätzung | Estimation | USA | United States | Wirkungsanalyse | Impact assessment |
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