## Abstract We present and estimate a continuous time term structure model that incorporates observable macroeconomic variables and latent variables with a clear macroeconomic interpretation. Our model is able to accurately describe the joint dynamics for US macroeconomic variables and the yield cu
β¦ LIBER β¦
A model of the term structure of interest rates for an economically dependent country
β Scribed by Isao Shoji
- Publisher
- Springer
- Year
- 1994
- Tongue
- English
- Weight
- 710 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1573-6946
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