readme.dilm.txt
Creators:
Hans Dewachter
;
Leonardo Iania
;
Marco Lyrio
From the dataset abstract
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the US bond market. Estimating the model using Bayesian techniques, we find...
Source: INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f792b1cf-b79f-478d-bf38-1a3b3f565b6f/resource/bbe5cc1d-4896-411a-9ac3-754430251c49/download/readme.dilm.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
