readme.dilm.txt
Creators:
Hans Dewachter
;
Leonardo Iania
;
Marco Lyrio
From the dataset abstract
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the US bond market. Estimating the model using Bayesian techniques, we find...
Source: INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/b770eb3c-6f2a-4bfc-b869-a3d12850e437/resource/3d484d1e-f141-4881-8df6-e91ab34bdb07/download/readme.dilm.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
