Unspanned macroeconomic factors in the yield curve
Laura Coroneo, Domenico Giannone, Michele Modugno
| Year of publication: |
July 2016
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| Authors: | Coroneo, Laura ; Giannone, Domenico ; Modugno, Michele |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 3, p. 472-485
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| Subject: | Dynamic factor models | Forecasting | Government bonds | Yield curve | Zinsstruktur | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Rendite | Yield | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1052456 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691663