A joint econometric model of macroeconomic and term-structure dynamics
| Year of publication: |
2006
|
|---|---|
| Authors: | Hördahl, Peter ; Tristani, Oreste ; Vestin, David |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 405-444
|