A Structural Decomposition of the US Yield Curve

By F. D. Graeve, M. Emiris, Raf Wouters. 2009

117 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/14a7e0ff3ddcd096155ae2c32b295c1a22fcd38d

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In Economics and Econometrics

1. Maria Joana Soares
2. M. Martins
3. Luís Aguiar-Conraria
4. Aviral Kumar Tiwari
5. Antonio Rúa
6. L. Nunes
7. Lukáš Vácha
8. M. Mutascu

Citations in the corpus

• The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, background): “After about 10 years with non significant coherency, from 2000 onwards the coherency at the 4∼8 years cycle is again significant, with the phase differences steady between 0 and π/2 indicating that increases in inflation led increases in the curvature.(18)”