Narrow search
Showing 1 - 10 of 264
Cover Image
A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo - In: Journal of applied econometrics 30 (2015) 1, pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
Cover Image
The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Cover Image
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo; Pedio, Manuela - In: Journal of economic dynamics & control 107 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Cover Image
Introducing the euro-sting : short-term indicator of euro area growth
Camacho, Maximo; Pérez-Quirós, Gabriel - In: Journal of applied econometrics 25 (2010) 4, pp. 663-694
Persistent link: https://www.econbiz.de/10008667465
Cover Image
Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
Cover Image
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele; Gefang, Deborah; Koop, Gary - In: Journal of applied econometrics 29 (2014) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Cover Image
Euro corporate bond risk factors
Castagnetti, Carolina; Rossi, Eduardo - In: Journal of applied econometrics 28 (2013) 3, pp. 372-391
Persistent link: https://www.econbiz.de/10009756516
Cover Image
An instrumental variables interpretation of linear systems theory estimation
Havenner, Arthur - In: Journal of economic dynamics & control 12 (1988) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001046149