The macroeconomy and the yield curve: a dynamic latent factor approach

Francis Diebold (), Glenn Rudebusch () and S. Boragan Aruoba ()

Journal of Econometrics, 2006, vol. 131, issue 1-2, pages 309-338

Date: 2006
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Working Paper: The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:309-338

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