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

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Revision as of 23:58, 4 March 2024

scientific article
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The yield curve and the macro-economy across time and frequencies
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    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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