fhhp_jae.rda
Creators:
Manfred M. Fischer
;
Niko Hauzenberger
;
Florian Huber
;
Michael Pfarrhofer
From the dataset abstract
US yield curve dynamics are subject to time-variation, but there is ambiguity about its precise form. This paper develops a vector autoregressive (VAR) model with time-varying parameters...
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | rda |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/69339306-534a-4038-9e12-b095fbf04532/resource/82fd57a5-0285-44af-93a6-d315c152e81e/download/fhhp_jae.rda |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
