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, 309-338

Date: 2006
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Citations: View citations in EconPapers (598)

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Related works:
Working Paper: The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004)
Software Item: RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:309-338

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