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