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Publication Year:
2017
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Expectation formation
Carlo Altavilla
;
Raffaella Giacomini
;
Giuseppe Ragusa
Anchoring the yield curve using survey expectations (replication data)
The dynamic behavior of the term structure of interest rates is difficult to replicate with models, and even models with a proven track record of empirical performance have...
DOI:10.15456/jae.2022326.0704796835
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