A joint model for the term structure of interest rates and the macroeconomy
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
A joint model for the term structure of interest rates and the macroeconomy
H Dewachter, M Lyrio, K Maes - 2006 - repub.eur.nl
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
[PDF][PDF] A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
H Dewachtera, M Lyrioa, K Maesa - 2003 - core.ac.uk
We present and estimate a continuous time term structure model that incorporates both
observable economic variables (output gap and inflation) and latent variables. In contrast to …
observable economic variables (output gap and inflation) and latent variables. In contrast to …
A joint model for the term structure of interest rates and the macroeconomy.
H Dewachter, M Lyrio, K Maes - Journal of Applied …, 2006 - search.ebscohost.com
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy
H Dewachter, M Lyrio, S Maes - Journal of Applied Econometrics, 2006 - papers.ssrn.com
In this paper, we present a stylized continuous time model integrating the macroeconomy
and the bond markets. We use this framework to estimate (real) interest rate policy rules …
and the bond markets. We use this framework to estimate (real) interest rate policy rules …
A joint model for the term structure of interest rates and the macroeconomy
H Dewachter, M Lyrio, K Maes - Journal of Applied …, 2006 - econpapers.repec.org
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
[PDF][PDF] A JOINT MODEL FOR THE TERM STRUCTURE OF INTEREST RATES AND THE MACROECONOMY
H DEWACHTER, M LYRIO, K MAES - J. Appl. Econ, 2006 - academia.edu
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
H Dewachter, M Lyrio, K Maes - Journal of Applied Econometrics, 2006 - JSTOR
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
A joint model for the term structure of interest rates and the macroeconomy
H Dewachter, M Lyrio, K Maes - Journal of Applied Econometrics, 2006 - ideas.repec.org
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …
A joint model for the term structure of interest rates and the macroeconomy
M Lyrio, H Dewachter, K Maes - Journal of Applied Econometrics, 2006 - ideas.repec.org
We present and estimate a continuous time term structure model that incorporates
observable macroeconomic variables and latent variables with a clear macroeconomic …
observable macroeconomic variables and latent variables with a clear macroeconomic …