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Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach

Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Paper図書
Francis X. Diebold and Glenn D. RudebuschPrinceton University Pressc2013
Other Libraries in Japan
  • Author HeadingDiebold, Francis X. Rudebusch, Glenn D.

Ｔｈｅ　Ｂｏｎｄ　Ｙｉｅｌｄ“Ｃｏｎｕｎｄｒｕｍ”ｆｒｏｍ　ａ　Ｍａｃｒｏ‐Ｆｉｎａｎｃｅ　Ｐｅｒｓｐｅｃｔｉｖｅ (ＩＭＥＳ　ｄｉｓｃｕｓｓｉｏｎ　ｐａｐｅｒ　ｓｅｒｉｅｓ　 ; Ｎｏ．２００６-Ｅ-１７)

Ｔｈｅ　Ｂｏｎｄ　Ｙｉｅｌｄ“Ｃｏｎｕｎｄｒｕｍ”ｆｒｏｍ　ａ　Ｍａｃｒｏ‐Ｆｉｎａｎｃｅ　Ｐｅｒｓｐｅｃｔｉｖｅ (ＩＭＥＳ　ｄｉｓｃｕｓｓｉｏｎ　ｐａｐｅｒ　ｓｅｒｉｅｓ　 ; Ｎｏ．２００６-Ｅ-１７)
Paper図書
ｂｙＧｌｅｎｎＤ．Ｒｕｄｅｂｕｓｃｈ ; ｂｙＥｒｉｃＴ．Ｓｗａｎｓｏｎ ; ｂｙＴａｏＷｕＩｎｓｔｉｔｕｔｅ　ｆｏｒ　Ｍｏｎｅｔａｒｙ　ａｎｄ　Ｅｃｏｎｏｍｉｃ　Ｓｔｕｄｉｅｓ，Ｂａｎｋ　ｏｆ　Ｊａｐａｎ〔２００６〕
Other Libraries in Japan

Business cycles : durations, dynamics, and forecasting

Business cycles : durations, dynamics, and forecasting
Paper図書
Francis X. Diebold and Glenn D. RudebuschPrinceton University Pressc1999
Other Libraries in Japan
  • Author HeadingDiebold, Francis X. Rudebusch, Glenn D.

Business cycles : durations, dynamics, and forecasting / Francis X. Diebold and Glenn D. Rudebusch.

Business cycles : durations, dynamics, and forecasting / Francis X. Diebold and Glenn D. Rudebusch.
Paper図書
Princeton University Pressc1999.<DA72-A95>
National Diet Library
  • Author HeadingDiebold, Francis X., 1959- Rudebusch, Glenn D., 1959-

Do measures of monetary policy in a VAR make sense?

Do measures of monetary policy in a VAR make sense?
Paper図書
by Glenn D. RudebuschBanca d'Italia1996
Other Libraries in Japan
  • Author HeadingRudebusch, Glenn D.

The estimation of macroeconomic disequilibrium models with regime classification information : New York : Berlin

The estimation of macroeconomic disequilibrium models with regime classification information : New York : Berlin
Paper図書
Glenn D. RudebuschSpringer-Verlagc1987
Other Libraries in Japan
  • Author HeadingRudebusch, Glenn D.

The estimation of macroeconomic disequilibrium models with regime classification information / Glenn D. Rudebusch. (Lecture notes in economics and mathematical systems)

The estimation of macroeconomic disequilibrium models with regime classification information / Glenn D. Rudebusch. (Lecture notes in economics and mathematical systems)
Paper図書
Springer-Verlagc1987.<DA88-A15>
National Diet Library
  • Author HeadingRudebusch, Glenn D., 1959-

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