feds200628.csv
Creators:
Carlo Altavilla
;
Raffaella Giacomini
;
Giuseppe Ragusa
From the dataset abstract
The dynamic behavior of the term structure of interest rates is difficult to replicate with models, and even models with a proven track record of empirical performance have underperformed...
Source: Anchoring the yield curve using survey expectations (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/69aac244-0857-4df7-9493-c14c6544d224/resource/e4b37132-226c-446d-bbde-be0aa13b05a7/download/feds200628.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
