The macroeconomy and the yield curve: a dynamic latent factor approach (Q292022)
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scientific article; zbMATH DE number 6591969
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| English | The macroeconomy and the yield curve: a dynamic latent factor approach |
scientific article; zbMATH DE number 6591969 |
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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0.8429804444313049
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0.8143292665481567
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0.8032529354095459
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0.7807413339614868
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0.7800511717796326
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