The yield curve and the macro-economy across time and frequencies (Q318879): Difference between revisions

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+B64
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+6633179
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@@ Property / zbMATH Keywords @@
+macro-finance
@@ Property / zbMATH Keywords: macro-finance / rank @@
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@@ Property / zbMATH Keywords @@
+yield curve
@@ Property / zbMATH Keywords: yield curve / rank @@
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@@ Property / zbMATH Keywords @@
+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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+MaRDI publication profile
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+W2150011306
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@@ Property / cites work @@
+What does the yield curve tell us about GDP growth?
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@@ Property / cites work @@
+Investigating time-variation in the marginal predictive power of the yield spread
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+Predicting a recession: Evidence from the yield curve in the presence of structural breaks
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+An arbitrage‐free generalized Nelson–Siegel term structure model
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+Forecasting the term structure of government bond yields
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+Wavelet Variance Analysis of Output in G-7 Countries
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+A joint econometric model of macroeconomic and term-structure dynamics
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@@ links / mardi / name / links / mardi / name @@
+Publication:318879