macroeconomy and the yield curve
Subtitle: a dynamic latent factor approach
By: Francis X. Diebold, Glenn D. Rudebusch, S. Boragan Aruoba.
Contributors: Rudebusch, Glenn D., 1959-; Aruoba, S. Boragan.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10616.; Working paper series (National Bureau of Economic Research) -- working paper no. 10616.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 22
Subjects: Macroeconomics; Interest rate futures
Notes: "June 2004."

Includes bibliographical references (p. 20-22).

Also available in PDF from the NBER world wide web site (www.nber.org).