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Estimation of a joint model for the term structure of interest rates and the macroeconomy
Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - 2001
Persistent link: https://www.econbiz.de/10001608377
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Macro factors and the term structure of interest rates
Dewachter, Hans (contributor); Lyrio, Marco (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
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Macro factors and the term structure of interest rates
Dewachter, Hans; Lyrio, Marco - 2003
Persistent link: https://www.econbiz.de/10001754238
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The predictive content of the yield curve for inflation
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Developments in macro-finance Yield curve modelling, (pp. 390-411). 2014
Persistent link: https://www.econbiz.de/10010253910
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Information in the Yield curve : a macro-finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Journal of applied econometrics 29 (2014) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10010414258
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Information in the yield curve : a macro-finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2014
Persistent link: https://www.econbiz.de/10010342747
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Macroeconomic and financial determinants of the term premium
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2011
Persistent link: https://www.econbiz.de/10008808117
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Macro factors and the term structure of interest rates
Dewachter, Hans; Lyrio, Marco - In: Journal of money, credit and banking : JMCB 38 (2006) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10003287605
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A joint model for the term structure of interest rates and the macroeconomy
Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - In: Journal of applied econometrics 21 (2006) 4, pp. 439-462
Persistent link: https://www.econbiz.de/10003338629
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Learning, macroeconomic dynamics and the term structure of interest rates
Dewachter, Hans; Lyrio, Marco - In: Asset prices and monetary policy, (pp. 191-238). 2008
Persistent link: https://www.econbiz.de/10003780845