Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
| Year of publication: |
2013
|
|---|---|
| Authors: | Joslin, Scott ; Le, Anh ; Singleton, Kenneth J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 109.2013, 3, p. 604-622
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