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Bank of Canada RSS Feedsen2024-03-28T18:33:20+00:00Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective
https://www.bankofcanada.ca/2007/10/working-paper-2007-49/
The primary objective of this paper is to compare a variety of joint models of the term structure of interest rates and the macroeconomy.2007-10-01T12:46:08+00:00enExamining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective2007-10-01Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2007-49 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-49.pdfExamining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner’s PerspectiveDavid BolderShudan LiuOctober 2007CC0C6EE4GG1