Title:

The Yield Curve and the Macro-economy across Time and Frequencies

Authors:

Luís Francisco Aguiar-Conraria (U Minho)
Manuel M. F. Martins (U Porto)
Maria Joana Soares (U Minho)

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Volume:

36

Pages:

1950-1970

JEL codes:

E23 - Production
E31 - Price Level; Inflation; Deflation
E43 - Determination of Interest Rates; Term Structure of Interest Rates
E52 - Monetary Policy (Targets, Instruments, and Effects)