Wu, Tao (contributor) - 2002 - [Elektronische Ressource]
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Tao Wu
Federal Reserve Bank of San Francisco
January 2005
Working Paper 2002-06
http://www.frbsf.org/publications/economics … a recursive VAR
model and summarizes a few stylized facts about the nominal term structure and business cycles
in the … the model’s ability to replicate salient business
cycle patterns of the term structure movement, which is the focus of …