Modeling the term structure of interest rates in a dynamic hierarchical factor model
Year of publication: |
2015
|
---|---|
Authors: | Dehmamy, Keyvan ; Halberstadt, Arne |
Published in: |
Essays on Bayesian modeling in marketing and economics. - Frankfurt am Main. - 2015, p. 1-43
|
Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Konjunktur | Business cycle | Inflation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1983-2010 |
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