THE MACROECONOMY AND THE YIELD CURVE: A DYNAMIC LATENT FACTOR APPROACH
| Year of publication: |
2004
|
|---|---|
| Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. ; Aruoba, S.Boragan |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10616
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