articleJournal of EconometricsMar 11, 2005Closed access

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

FXFrancis X. DieboldGDGlenn D. RudebuschSBS. Borağan Aruoba

University of Pennsylvania · Federal Reserve Bank of San Francisco · +1 more institution

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982
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Topics & keywords

Topics
Keywords
  • Yield curve
  • Econometrics
  • Economics
  • Inflation (cosmology)
  • Dynamic factor
  • Yield (engineering)
  • Macro
  • Curvature
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