The yield curve and the macro-economy across time and frequencies

Journal of Economic Dynamics and Control

Volumn 36, Issue 12, 2012, Pages 1950-1970

  Aguiar Conraria, Luís ^a   Martins, Manuel M F ^b   Soares, Maria Joana ^a  

^a UNIVERSITY OF MINHO   (Portugal)

^b UNIVERSITY OF PORTO   (Portugal)

Author keywords

Continuous wavelet transform; Kalman filter; Macro finance; Phase difference; Wavelet coherency; Yield curve

Indexed keywords

EID: 84866291139     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2012.05.008     Document Type: Article

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