Macroeconomic models and the yield curve: an assessment of the fit

DOI10.1016/J.JEDC.2010.01.008zbMath1232.91510OpenAlexW2030891562WikidataQ61456637 ScholiaQ61456637MaRDI QIDQ991391

Sean Holly, Jagjit S. Chadha

Publication date: 7 September 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://econpapers.repec.org/paper/camcamdae/0640.htm

zbMATH Keywords

persistenceyield curvemacromodels

Mathematics Subject Classification ID

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

Cites Work

• The macroeconomy and the yield curve: a dynamic latent factor approach
• A YIELD‐FACTOR MODEL OF INTEREST RATES

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