A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy
Year of publication: |
2012
|
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Authors: | Chauvet, Marcelle |
Other Persons: | Senyuz, Zeynep (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Großbritannien | United Kingdom | Wirtschaftsprognose | Economic forecast |
Extent: | 1 Online-Ressource (45 p) |
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Series: | FEDS Working Paper ; No. 2012-32 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2093357 [DOI] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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