Intelligible factors for the yield curve
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- Yifeng Yan & Ju'e Guo, 2015. "The Sovereign Yield Curve and the Macroeconomy in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 415-441, August.
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More about this item
KeywordsTerm structure of interest rates Dynamic factor model Vector autoregression Monetary policy shocks;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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