A joint model for the term structure of interest rates and the macroeconomy

HDR (Hans) Dewachter, M Lyrio, K Maes

Research output: Contribution to journal › Article › Academic › peer-review

30 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	439-462
Number of pages	24
Journal	Journal of Applied Econometrics
Volume	21
Issue number	4
DOIs	https://doi.org/10.1002/jae.848
Publication status	Published - 2006

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@article{16d2314a21d84badbf83c5d22d094c75,

title = "A joint model for the term structure of interest rates and the macroeconomy",

author = "Dewachter, {HDR (Hans)} and M Lyrio and K Maes",

year = "2006",

doi = "10.1002/jae.848",

language = "Undefined/Unknown",

volume = "21",

pages = "439--462",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley & Sons Ltd.",

number = "4",

}