The macroeconomic determinants of the US term structure during the Great Moderation
Year of publication: |
January 2016
|
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Authors: | Paccagnini, Alessia |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 216-225
|
Subject: | Term structure of interest rates | Yield curve | VAR | Factor model | Zinsstruktur | USA | United States | Schätzung | Estimation | VAR-Modell | VAR model | Volatilität | Volatility | Geldpolitik | Monetary policy |
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