The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Year of publication: |
2003
|
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Authors: | Francis X. Diebold ; Rudebusch, Glenn D. ; Aruoba, S. Boragan |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Yield curve | term structure | interest rates | macroeconomic fundamentals | factor model | state-space model |
Series: | CFS Working Paper ; 2003/31 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751754099 [GVK] hdl:10419/72638 [Handle] RePEc:zbw:cfswop:200331 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
Source: |
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Diebold, Francis X., (2003)
-
The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X., (2003)
-
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Diebold, Francis X., (2003)
- More ...
-
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Diebold, Francis X., (2003)
-
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Diebold, Francis X., (2003)
-
The macroeconomy and the yield curve: a nonstructural analysis
Diebold, Francis X., (2003)
- More ...