Evolving macroeconomic perceptions and the term structure of interest rates
Year of publication: |
2012
|
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Authors: | Orphanides, Athanasios ; Wei, Min |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 2, p. 239-254
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Subject: | Macro term structure model | Adaptive learning | Recursive least squares | Real-time data | Survey forecasts | Anticipated utility | SPF | Blue chip economic indicators | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Makroökonomik | Macroeconomics | Makroökonometrie | Macroeconometrics | Lernprozess | Learning process |
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