The yield curve and the macro-economy across time and frequencies (Q318879): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B64 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6633179 / rank | |||
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| Property / zbMATH Keywords | |||
macro-finance | |||
| Property / zbMATH Keywords: macro-finance / rank | |||
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yield curve | |||
| Property / zbMATH Keywords: yield curve / rank | |||
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Kalman filter | |||
| Property / zbMATH Keywords: Kalman filter / rank | |||
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continuous wavelet transform | |||
| Property / zbMATH Keywords: continuous wavelet transform / rank | |||
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wavelet coherency | |||
| Property / zbMATH Keywords: wavelet coherency / rank | |||
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phase-difference | |||
| Property / zbMATH Keywords: phase-difference / rank | |||
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| Property / MaRDI profile type: Publication / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2150011306 / rank | |||
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| Property / cites work | |||
| Property / cites work: What does the yield curve tell us about GDP growth? / rank | |||
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| Property / cites work: Investigating time-variation in the marginal predictive power of the yield spread / rank | |||
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| Property / cites work: The macroeconomy and the yield curve: a dynamic latent factor approach / rank | |||
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| links / mardi / name | links / mardi / name | ||
Revision as of 15:31, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The yield curve and the macro-economy across time and frequencies |
scientific article |
Statements
The yield curve and the macro-economy across time and frequencies (English)
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6 October 2016
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macro-finance
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yield curve
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Kalman filter
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continuous wavelet transform
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wavelet coherency
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phase-difference
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