Work

No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1340303

Authors: Caroline Jardet, Alain Monfort, Fulvio Pegoraro

Institutions: Banque de France, National Bureau of Economic Research, Institut National de la Statistique et des Etudes Economiques, Maastricht University, Centre de Recherche en Économie et Statistique

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2007435227

Cites: 121

Cited by: 38

Related to: 10