The yield curve and the macro-economy across time and frequencies

Luís Aguiar-Conraria; Manuel M. F. Martins; Maria Joana Soares

Year of publication:	2012
Authors:	Aguiar-Conraria, Luís ; Martins, Manuel Mota Freitas ; Soares, Maria Joana
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 12, p. 1950-1970
Subject:	Macro-finance \| Yield curve \| Kalman filter \| Continuous wavelet transform \| Wavelet coherency \| Phase-difference \| Zinsstruktur \| Zustandsraummodell \| State space model \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

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