Intelligible factors for the yield curve (Q736543)
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scientific article; zbMATH DE number 6609165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intelligible factors for the yield curve |
scientific article; zbMATH DE number 6609165 |
Statements
Intelligible factors for the yield curve (English)
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4 August 2016
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term structure of interest rates
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dynamic factor model
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vector autoregression
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monetary policy shocks
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