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DP15978 What Moves Treasury Yields? 智库出版物
2022
作者:  Emanuel Moench;  Soroosh Soofi Siavash
收藏  |  浏览/下载:10/0  |  提交时间:2022/09/22
Term structure of interest rates  Yield curve  News shocks  Volatility shocks  Business cycle news  Structural dynamic factor models  
DP2496 Games for Central Bankers: Markets vs. Politics in Public Policy Decisions 智库出版物
2000
作者:  Alessandra Casella
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dynamic factor structure  Dynamic principal components  Idiosyncratic components  Large cross-sections