The macroeconomy and the yield curve: a dynamic latent factor approach
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Bibliographic Details
Main Authors: Diebold, Francis X. 1959- (Author), Rudebusch, Glenn D. 1959- (Author), Aruoba, S. Borağan (Author)
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2004
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10616
Subjects:
Links:http://papers.nber.org/papers/w10616.pdf
Physical Description:22, [16] S. graph. Darst.