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person:"Duffee, Gregory R."
~isPartOf:"Journal of econometrics"
~person:"Fulop, Andras"
~person:"Renne, Jean-Paul"
~person:"Rudebusch, Glenn D."
~subject:"Estimation"
~subject:"Geldpolitik"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Geldpolitik
Yield curve
6
Zinsstruktur
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Anleihe
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Duffee, Gregory R.
Fulop, Andras
Renne, Jean-Paul
Rudebusch, Glenn D.
Bikbov, Ruslan
2
Chernov, Mikhail
2
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Chen, Qiang
1
Chen, Ying
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Christensen, Jens H. E.
1
Creal, Drew
1
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1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Fan, Jianqing
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Hyung, Namwon
1
Karamann, Mustafa
1
Ke, Yuan
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Koo, Bonsoo
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La Vecchia, Davide
1
Lengwiler, Yvan
1
Lenz, Carlos
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Li, Haitao
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Li, Junye
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Ng, David Tat-chee
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Niu, Linlin
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Spiegel, Mark
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Journal of econometrics
Working papers series / Federal Reserve Bank of San Francisco
13
Documents de travail / Banque de France
4
Journal of monetary economics
3
Banque de France Working Paper
2
CESifo working papers
2
CFS working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Dynamic factor models
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European journal of operational research : EJOR
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International journal of central banking : IJCB
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
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NBER working paper series
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Paris December 2011 Finance Meeting EUROFIDAI - AFFI
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Review of finance : journal of the European Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
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