Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]
forecasting or simulation, bond or option pricing, or market
surveillance). Still, an unusually large gap is apparent between the …
role for such determinants. This paper takes a step toward bridging this gap by formulating and
estimating a yield curve … output and inflation are assumed to be determined independently of the shape of the yield curve,
but not vice versa. This …