hgss-data.txt
Creators:
Constantino Hevia
;
Martin Gonzalez-Rozada
;
Martin Sola
;
Fabio Spagnolo
From the dataset abstract
We estimate versions of the Nelson-Siegel model of the yield curve of US government bonds using a Markov switching latent variable model that allows for discrete changes in the stochastic...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/49bb7dba-407d-4186-983b-92b757271bfa/resource/5fd3bbc1-eda4-4dd3-8230-22bf50f72167/download/hgss-data.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
