Dataset - ZBW Journal Data Archive

Hans Dewachter
;
Marco Lyrio
;
Konstantijn Maes

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

We present and estimate a continuous time term structure model that incorporates observable macroeconomic variables and latent variables with a clear macroeconomic...

DOI:10.15456/jae.2022319.0711131368
- TXT
- prg

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