The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
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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
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美国国家经济研究局创建时间：
2004-07-01
