The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Year of publication: |
September 2017
|
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Authors: | Bhatt, Vipul ; Kishor, N. Kundan ; Ma, Jun |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 82.2017, p. 206-222
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Subject: | Dynamic factor model | Bond yields convergence | European monetary union | International finance | Eurozone | Euro area | EU-Staaten | EU countries | Schätzung | Estimation | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Anleihe | Bond | Wirtschaftliche Konvergenz | Economic convergence | Geldpolitik | Monetary policy |
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