The yield curve and the macro-economy across time and frequencies
Year of publication: |
2012
|
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Authors: | Aguiar-Conraria, Luís ; Martins, Manuel Mota Freitas ; Soares, Maria Joana |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 12, p. 1950-1970
|
Subject: | Macro-finance | Yield curve | Kalman filter | Continuous wavelet transform | Wavelet coherency | Phase-difference | Zinsstruktur | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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