The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The macroeconomy and the yield curve: a dynamic latent factor approach |
scientific article |
Statements
The macroeconomy and the yield curve: a dynamic latent factor approach (English)
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10 June 2016
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term structure
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interest rates
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macroeconomic fundamentals
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factor model
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state-space model
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