A joint model for the term structure of interest rates and the macroeconomy

Journal of Applied Econometrics

Volumn 21, Issue 4, 2006, Pages 439-462

  Bewachter, Hans ^a,b   Lyrio, Marco ^a   Maes, Konstantijn ^a,c  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^c NATIONAL BANK OF BELGIUM   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33745765405     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.848     Document Type: Article

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