A joint econometric model of macroeconomic and term-structure dynamics

Journal of Econometrics

Volumn 131, Issue 1-2, 2006, Pages 405-444

  Hördahl, Peter ^a   Tristani, Oreste ^a   Vestin, David ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Affine term structure models; New neo classical synthesis; Policy rules

Indexed keywords

DATA REDUCTION; MATHEMATICAL MODELS; PUBLIC POLICY; TECHNOLOGICAL FORECASTING;

AFFINE TERM-STRUCTURE MODELS; CURVE DYNAMICS; NEW NEO-CLASSICAL SYNTHESIS; POLICY RULES;

INDUSTRIAL ECONOMICS;

EID: 33644519376     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.012     Document Type: Conference Paper

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