A structural decomposition of the US yield curve
F De Graeve, M Emiris, R Wouters - Journal of Monetary Economics, 2009 - Elsevier
By expanding the macro part of macro-finance models, historical fluctuations in US bond
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
[引用][C] A structural decomposition of the US yield curve
F De Graeve, M Emiris, R Wouters - Journal of Monetary Economics, 2009 - cir.nii.ac.jp
A structural decomposition of the US yield curve | CiNii Research CiNii 国立情報学研究所 学術
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情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学図書館の本を …
A structural decomposition of the US yield curve
F De Graeve, M Emiris… - Journal of Monetary …, 2009 - econpapers.repec.org
By expanding the macro part of macro-finance models, historical fluctuations in US bond
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
A Structural Decomposition of the US Yield Curve
F De Graeve, M Emiris, R Wouters - Available at SSRN 1303585, 2008 - papers.ssrn.com
We estimate a medium-scale macro-finance DSGE model of the term structure. By
expanding the macro part of macro-finance models, historical fluctuations in US bond yields …
expanding the macro part of macro-finance models, historical fluctuations in US bond yields …
A structural decomposition of the US yield curve
F De Graeve, M Emiris, R Wouters - Journal of Monetary Economics, 2009 - ideas.repec.org
By expanding the macro part of macro-finance models, historical fluctuations in US bond
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
A structural decomposition of the US yield curve
F De Graeve, M Emiris, R Wouters - Journal of Monetary Economics, 2009 - infona.pl
By expanding the macro part of macro-finance models, historical fluctuations in US bond
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
yields turn out to be largely consistent with the rational expectations hypothesis. We estimate …
[PDF][PDF] A Structural Decomposition of the US Yield Curve
F De Graeve, M Emiris, R Wouters - 2007 - cerge-ei.cz
We estimate a medium) scale macro) finance DSGE model of the term structure. Historical
fluctuations in US bond yields are largely consistent with the rational expectations …
fluctuations in US bond yields are largely consistent with the rational expectations …