articleTop 1% cited
The macroeconomy and the yield curve: a dynamic latent factor approach
Journal of Econometrics · 2005 · Vol. 131(1-2) · pp. 309–338
Francis X. Diebold(University of Pennsylvania)Glenn D. Rudebusch(Federal Reserve Bank of San Francisco)S. Borağan Aruoba✉(University of Maryland, College Park)
Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesStochastic processes and financial applicationsYield curveEconometricsEconomicsInflation (cosmology)Dynamic factorYield (engineering)MacroCurvatureLatent variableFactor analysis
Funding
- John Simon Guggenheim Memorial Foundation
Citations
977
FWCI
49.15
field-weighted impact
References
46
Percentile
100%
vs. same field & year
Citations per year
Cited by
Treasury yield in India: A theoretical framework
International Journal of Research in Finance and Management · 2022 · 1 citations
References
Yield Spreads and Interest Rate Movements: A Bird's Eye View
The Review of Economic Studies · 1991 · 1,844 citations
Predicting U.S. Recessions: Financial Variables as Leading Indicators
The Review of Economics and Statistics · 1998 · 1,206 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.