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

2005977 citationsJournal Article

Authors

Francis X. Diebold · University of Pennsylvania

Glenn D. Rudebusch · Federal Reserve Bank of San Francisco

S. Borağan Aruoba · University of Maryland, College Park

Topics & Keywords

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Journal of Econometrics

Volume 131, Issue 1-2, pp. 309-338

DOI: 10.1016/j.jeconom.2005.01.011

Field-Weighted Citation Impact: 49.15

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