A joint model for the term structure of interest rates and the macroeconomy
Hans Dewachter, Marco Lyrio and Konstantijn Maes
| Year of publication: |
2006
|
|---|---|
| Authors: | Dewachter, Hans ; Lyrio, Marco ; Maes, Konstantijn |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 4, p. 439-462
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| Subject: | Zinsstruktur | Yield curve | Frühindikator | Leading indicator | VAR-Modell | VAR model | Allgemeines Gleichgewicht | General equilibrium | Geldpolitik | Monetary policy | Regelbindung versus Diskretion | Rules versus discretion | USA | United States | 1964-1998 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338629