On the Estimation of Term Structure Models and An Application to the United States
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- Paccagnini, Alessia, 2016.
"The macroeconomic determinants of the US term structure during the Great Moderation,"
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- Alessia Paccagnini, 2014. "The Macroeconomic Determinants of the US Term-Structure during the Great Moderation," Working Papers 274, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
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- repec:eee:jmvana:v:159:y:2017:i:c:p:168-183 is not listed on IDEAS
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KeywordsCentral banks and their policies; United States; Term structure models of interest rates; interest rates; yields on bonds; bond; equation; time series; martingale; covariance; Financial Markets and the Macroeconomy;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
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