Diebold, Francis X. (contributor); … - 2004 - rev
2 we show the estimated level and two closely-linked comparison series: a common
empirical proxy for level (namely, an …, Tristani, and Vestin (2002), and Rudebusch and Wu (2003).
In Figure 3 we show the estimated slope and two comparison series, to … model. A comparison of yields-only and yields-macro
decompositions shows that the variance accounted for by the slope …