Work

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.562503

Authors: Francis X. Diebold, Glenn D. Rudebusch, S. Boragan Aruoba

Institutions: National Bureau of Economic Research, University of Pennsylvania, Federal Reserve Bank of San Francisco, University of Maryland, College Park

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: W2071363949

Cites: 49

Cited by: 282

Related to: 10