Time-varying yield curve dynamics and monetary policy
Version of Record online: 3 JUN 2009
Copyright © 2009 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 24, Issue 6, pages 895–913, September/October 2009
How to Cite
Mumtaz, H. and Surico, P. (2009), Time-varying yield curve dynamics and monetary policy. J. Appl. Econ., 24: 895–913. doi: 10.1002/jae.1084
- Issue online: 23 SEP 2009
- Version of Record online: 3 JUN 2009
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/mumtaz001/ .
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