A joint econometric model of macroeconomic and term-structure dynamics

Peter Hördahl, Oreste Tristani and David Vestin

Journal of Econometrics, 2006, vol. 131, issue 1-2, 405-444

Date: 2006
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Citations: View citations in EconPapers (215)

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Related works:
Working Paper: A joint econometric model of macroeconomic and term structure dynamics (2004)
Working Paper: A joint econometric model of macroeconomic and term structure dynamics (2004)
Working Paper: A joint econometric model of macroeconomic and term structure dynamics (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:405-444

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