econometric model of the yield curve with macroeconomic jump effects
By: Monika Piazzesi.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 8246; Working paper series (National Bureau of Economic Research) -- working paper no. 8246.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 81
Subjects: United States. -- Federal Open Market Committee -- Rules and practice.; Bonds -- Prices -- United States.; Monetary policy -- United States.; Interest rates -- United States.; Yield curve.
Notes: "April 2001."

Includes bibliographical references (p. 56-63).

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Electronic version available via the Internet at the NBER World Wide Web site.500/2::JEL no. E4, E5, G0.