Open AccessEstimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy
Author(s) -
Hans Dewachter,
Marco Lyrio,
Stan Maes
Publication year - 2001
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.281511
Subject(s) - term (time) , econometrics , economics , estimation , interest rate , yield curve , joint (building) , macroeconomics , engineering , physics , quantum mechanics , architectural engineering , management
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