A joint model for the term structure of interest rates and the macroeconomy-Reference-Cited by-同舟云学术

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A joint model for the term structure of interest rates and the macroeconomy

Published:2006 Issue:4 Volume:21 Page:439-462
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Dewachter Hans,Lyrio Marco,Maes Konstantijn

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference33 articles.

1. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

2. Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics

3. General Solutions of Some Interest Rate-Contingent Claim Pricing Equations

4. 2004. Term structure, inflation and real activity. Università di Verona Working Paper.

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