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Unspanned Macroeconomic Factors in the Yield Curve - MaRDI portal

Unspanned Macroeconomic Factors in the Yield Curve

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Publication:6667096

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DOI10.1080/07350015.2015.1052456MaRDI QIDQ6667096

Michele Modugno, Laura Coroneo, Domenico Giannone

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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