Dynamic factor models with smooth loadings for analyzing the term structure of interest rates

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Name	TI Discussion Papers Series
No.	09-041/4

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title = "Dynamic factor models with smooth loadings for analyzing the term structure of interest rates",

author = "B.M.J.P. Jungbacker and S.J. Koopman and \{van der Wel\}, M.",

year = "2009",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Instituut (TI)",

number = "09-041/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}

TY - UNPB

T1 - Dynamic factor models with smooth loadings for analyzing the term structure of interest rates

AU - Jungbacker, B.M.J.P.

AU - Koopman, S.J.

AU - van der Wel, M.

PY - 2009

Y1 - 2009

M3 - Working paper

T3 - TI Discussion Papers Series

BT - Dynamic factor models with smooth loadings for analyzing the term structure of interest rates

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -