The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
The macroeconomy and the yield curve: a dynamic latent factor approach
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Citations
Cites
Time Series Analysis by State Space Methods: Second Edition
Durbin, J., & Koopman, S. J. (2012) · doi:10.1093/acprof:oso/9780199641178.001.0001 · Cited by 3,301
Cited by
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
JOSLIN, S., PRIEBSCH, M., & SINGLETON, K. J. (2014) · The Journal of Finance · doi:10.1111/jofi.12131 · Cited by 585
Faust, J., & Wright, J. H. (2013) · Handbook of Economic Forecasting · doi:10.1016/b978-0-444-53683-9.00001-3 · Cited by 423
The Response of Interest Rates to US and UK Quantitative Easing
Christensen, J. H. E., & Rudebusch, G. D. (2012) · The Economic Journal · doi:10.1111/j.1468-0297.2012.02554.x · Cited by 340
Self-citationMacroeconomics and the Term Structure
Gürkaynak, R. S., & Wright, J. H. (2012) · Journal of Economic Literature · doi:10.1257/jel.50.2.331 · Cited by 313
Metadata
- Authors
- Diebold, F. X., Rudebusch, G. D., & Boragˇan Aruoba, S.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2006-03
- Volume
- 131
- Issue
- 1-2
- Pages
- 309-338
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3125940441
- Cited by
- 966
- References
- 1
- FWCI
- 73.17
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: The macroeconomy and the yield curve: a dynamic latent factor approach. https://app.cochat.ai/papers/10.1016/j.jeconom.2005.01.011
- The paper
- Diebold, F. X., Rudebusch, G. D., & Boragˇan Aruoba, S. (2006). The macroeconomy and the yield curve: a dynamic latent factor approach. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2005.01.011
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
