Unspanned macroeconomic factors in the yield curve

Coroneo, Laura orcid.org/0000-0001-5740-9315, Giannone, Domenico and Modugno, Michele (2015) Unspanned macroeconomic factors in the yield curve. Journal of Business and Economic Statistics. ISSN 0735-0015

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Authors/Creators:
Copyright, Publisher and Additional Information: This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of Business & Economic Statistics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Yield Curve,Government Bonds,Factor models,Forecasting
Dates:
  • Published: 2015
  • Published (online): 11 June 2015
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 19 Oct 2015 09:41
Last Modified: 20 Feb 2020 00:10
Published Version: https://doi.org/10.1080/07350015.2015.1052456
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1080/07350015.2015.1052456

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Filename: CGMjbesPaper.pdf

Description: Author Final Version

Filename: CGMjbesPaper.pdf

Description: Accepted Paper

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