Zeynep Senyuz - Central Bank Research Hub

Papers by year: All | 2012

Title Other author(s)

A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-32, 11.05.2012)

JEL: C32, E32, E44

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-09, 01.05.2012)

JEL: C32, E32, E44

Papers by year: All | 2012