The yield curve and the macro-economy across time and frequencies (Q318879)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The yield curve and the macro-economy across time and frequencies |
scientific article |
Statements
The yield curve and the macro-economy across time and frequencies (English)
0 references
6 October 2016
0 references
macro-finance
0 references
yield curve
0 references
Kalman filter
0 references
continuous wavelet transform
0 references
wavelet coherency
0 references
phase-difference
0 references
0 references
