A Joint Econometric Model of Macroeconomic and Term Structure Dynamics

A Joint Econometric Model of Macroeconomic and Term Structure Dynamics (2006)

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by Peter Hördahl , Oreste Tristani , David Vestin , Peter Hördahl , Oreste Tristani , David Vestin

Venue:	Journal of Econometrics
Citations:	39 - 2 self

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@ARTICLE{Hördahl06ajoint,
    author = {Peter Hördahl and Oreste Tristani and David Vestin and Peter Hördahl and Oreste Tristani and David Vestin},
    title = {A Joint Econometric Model of Macroeconomic and Term Structure Dynamics},
    journal = {Journal of Econometrics},
    year = {2006}
}

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Abstract

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Citations

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