The yield curve and the macro-economy across time and frequencies
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Publication:318879
DOI10.1016/j.jedc.2012.05.008zbMath1346.91153OpenAlexW2150011306MaRDI QIDQ318879
Luís Aguiar-Conraria, Manuel M. F. Martins, Maria Joana Soares
Publication date: 6 October 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1822/11682
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Cites Work
- Forecasting the term structure of government bond yields
- The macroeconomy and the yield curve: a dynamic latent factor approach
- What does the yield curve tell us about GDP growth?
- A joint econometric model of macroeconomic and term-structure dynamics
- Investigating time-variation in the marginal predictive power of the yield spread
- Predicting a recession: Evidence from the yield curve in the presence of structural breaks
- An arbitrage‐free generalized Nelson–Siegel term structure model
- Wavelet Variance Analysis of Output in G-7 Countries
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