Intelligible Factors for the Yield Curve
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More about this item
Keywordsyield curve; factor models; structural vector autoregression; monetary policy;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-10 (All new papers)
- NEP-MAC-2008-05-10 (Macroeconomics)
- NEP-MON-2008-05-10 (Monetary Economics)
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