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~institution:"Federal Reserve Bank of San Francisco"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"VARMA model"
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Federal Reserve Bank of San Francisco
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Macro factors and the affine term structure of interest rates
Wu, Tao
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
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2
Monetary policy and the slope factor in empirical term structure estimations
Wu, Tao
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contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686948
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3
Stylized facts on nominal term structure and business cycles : an empirical VAR study
Wu, Tao
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686954
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