The Canadian macroeconomy and the yield curve : a dynamic latent factor approach
Year of publication: |
2013
|
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Authors: | Lange, Ronald H. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 261-274
|
Subject: | Yield curve | Interest rates | Factor model | State-space model | Schätzung | Estimation | Zinsstruktur | Kanada | Canada | Wirkungsanalyse | Impact assessment | Zins | Interest rate |
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