Finance and Economics Discussion Series: A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy - Scholar's Choice Edition

by Marcelle Chauvet and Zeynep Senyuz

In this paper, we propose an econometric model of the joint dynamic relationship between the yield curve and the economy to predict business cycles. We examine the predictive value of the yield curve... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1296051986
• ISBN13: 9781296051983
• Release Date: February 2015
• Publisher: Scholar's Choice
• Length: 48 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"