SCHOLARLY PUBLICATION

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

Francis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba

📖 Journal of Econometrics → 📅 2005-03-11 🔗 DOI: 10.1016/j.jeconom.2005.01.011

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ℹ️ Publication Details

Journal: Journal of Econometrics
Published: 2005-03-11
DOI: 10.1016/j.jeconom.2005.01.011
OpenAlex: W3125940441
Access: Via publisher

📋 Cite This Paper

Francis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba (2005). The macroeconomy and the yield curve: a dynamic latent factor approach. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2005.01.011

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