A joint econometric model of macroeconomic and term-structure dynamics
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Publication:292033
DOI10.1016/j.jeconom.2005.01.012zbMath1337.62368OpenAlexW3124625522MaRDI QIDQ292033
Peter Hördahl, Oreste Tristani, David Vestin
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp405.pdf
Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
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Cites Work
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- A YIELD‐FACTOR MODEL OF INTEREST RATES
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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