Dittmar, Robert F. (contributor); … - 2003 - [Elektronische Ressource]
variables and the
yield curve (e.g. Kozicki and Tinsley, 2001; Evans and Marshall, 2002; Ang and Piazzesi, 2003; Ang,
Piazzesi … the entire yield curve is associated with
10
the state of the business cycle, which may have statistically and … with our priors and with the �nding that the EH is rejected
throughout the US yield curve, reported in Section 4C.
Overall …