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Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
2
Investment shocks and the comovement problem
Khan, Hashmat
;
Tsoukalas, John
- In:
Journal of economic dynamics & control
35
(
2011
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10009127681
Saved in:
3
Interpreting aggregate fluctuations looking at sectors
Acconcia, Antonio
;
Simonelli, Saverio
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 3009-3031
Persistent link: https://www.econbiz.de/10003775157
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