The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR
Year of publication: |
2015
|
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Authors: | Halberstadt, Arne |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Affine Term Structure Models | Factor Models | Learning |
Series: | Bundesbank Discussion Paper ; 02/2015 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-117-2 |
Other identifiers: | 817035052 [GVK] hdl:10419/106791 [Handle] RePEc:zbw:bubdps:022015 [RePEc] |
Classification: | c38 ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Halberstadt, Arne, (2015)
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Halberstadt, Arne, (2015)
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Better Luck Next Time: Learning through Retaking
Frisancho Robles, VerĂ³nica, (2014)
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The effect of conventional and unconventional euro area monetary policy on macroeconomic variables
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Decomposing the yield curve with linear regressions and survey information
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Halberstadt, Arne, (2012)
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