Dynamics of the term structure of UK interest rates
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- Francesco Bianchi & Haroon Mumtaz, 2010. "Dynamics of the Term Structure of UK Interest Rates," Working Papers 10-38, Duke University, Department of Economics.
References listed on IDEAS
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More about this item
KeywordsTerm structure; time-varying VAR; Bayesian estimation;
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-28 (All new papers)
- NEP-CBA-2009-03-28 (Central Banking)
- NEP-FMK-2009-03-28 (Financial Markets)
- NEP-MAC-2009-03-28 (Macroeconomics)
- NEP-MON-2009-03-28 (Monetary Economics)
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