program.prg
Creators:
Hans Dewachter
;
Marco Lyrio
;
Konstantijn Maes
From the dataset abstract
We present and estimate a continuous time term structure model that incorporates observable macroeconomic variables and latent variables with a clear macroeconomic interpretation. Our...
Source: A joint model for the term structure of interest rates and the macroeconomy (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e8dcdf52-fbd3-4ba6-9ba2-183447784fbc/resource/09fb31f7-3cf4-48fa-adea-f3f6be3f6d4f/download/program.prg |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
