A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
Year of publication: |
2009
|
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Authors: | Chauvet, Marcelle |
Other Persons: | Senyuz, Zeynep (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1400429 [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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