The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
收藏NBER2004-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10616
下载链接
链接失效反馈官方服务：
资源简介：
We estimate a model that summarizes the yield curve using latent factors (specifically, level, slope, and curvature) and also includes observable macroeconomic variables (specifically, real activity, inflation, and the monetary policy instrument). Our goal is to provide a characterization of the
提供机构：
美国国家经济研究局
创建时间：
2004-07-01
