The macroeconomy and the yield curve: a dynamic latent factor approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. ; Borag[caron]an Aruoba, S. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 309-338
|
| Publisher: |
Elsevier |