Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model

Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model

Show other versions (1)

Bibliographic Details
Main Author:	Julia V. Giese
Format:	Article
Language:	English
Published:	De Gruyter 2008-09-01
Series:	Economics: Journal Articles
Online Access:	http://www.economics-ejournal.org/economics/journalarticles/2008-28

Similar Items

Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
by: Julia V. Giese
Published: (2008-04-01)

Estimation of the J-curve in China: a cointegration approach
by: Jaleel Ahmad, et al.
Published: (2007-12-01)

Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model
by: Emilia Gosińska, et al.
Published: (2020-01-01)

The rotational curvature of plane curves
by: Crasmareanu Mircea
Published: (2023-03-01)

Econometric models of climate systems: the equivalence of two-component energy balance models and cointegrated VARs
by: Pretis, F
Published: (2015)

Analysing the Armey curve based on the Fourier cointegration approach for Turkey
by: Kasal Suleyman
Published: (2023-01-01)

The ‘Pre-Eminence of Theory’ versus the ‘General-to-Specific’ Cointegrated VAR Perspectives in Macro-Econometric Modeling
by: Aris Spanos
Published: (2008-06-01)

Curvature Entropy for Curved Profile Generation
by: Koichiro Sato, et al.
Published: (2012-03-01)

Swimming in Curved Surfaces and Gauss Curvature
by: Leonardo Solanilla, et al.
Published: (2018-08-01)

Low Cost Carriers and Foreign Tourism Inflows: a Cointegrated VAR Analysis for Italy
by: Valter Di Giacinto, et al.
Published: (2014-07-01)

Serret-Frenet Frame and Curvatures of Bézier Curves
by: Esra Erkan, et al.
Published: (2018-12-01)

DOES FINANCIAL SECTOR REFORMS AFFECT AGRICULTURAL INVESTMENTS IN NIGERIA? A COINTEGRATION AND VAR APPROACH
by: Aniekan Jim Akpaeti
Published: (2013-10-01)

Abnormal driving forces induced by curvatures and gradients of curvatures on micro/nano curved surfaces
by: Yin Yajun, et al.
Published: (2014-12-01)

Performance Evaluation of Track Curvature Sensor for Curvature Estimation in a Curved Section of Railway Tracks
by: Hyun Moo Hur, et al.
Published: (2022-05-01)

The Analysis of the Validity of the Phillips Curve in Turkey via the Fourier Cointegration and Causality Tests
by: Şaduman Yıldız
Published: (2021-12-01)

Empirical study of new Keynesian model using cointegrated VAR : what New Zealand data tell us
by: Kim, Hae-min
Published: (2010)

Universal correlations in the nuclear symmetry energy, slope parameter, and curvature
by: Jeremy W. Holt, et al.
Published: (2018-09-01)

An inequality for the minimum affine curvature of a plane curve
by: Yang, Yunlong
Published: (2020-06-01)

Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
by: Søren Johansen, et al.
Published: (2017-08-01)

Proposal for a transition curve with smoothly changing curvature using multiple clothoid curve
by: Makoto YAMAMOTO, et al.
Published: (2017-08-01)

Slope Stability of a Scree Slope Based on Integrated Characterisation and Monitoring
by: Daisy Lucas, et al.
Published: (2020-02-01)

Effect of curvature ratio on curved microchannel heat sinks
by: Murun Li, et al.
Published: (2024-05-01)

Higher-Order Curvatures of Plane and Space Parametrized Curves
by: Mircea Crasmareanu
Published: (2022-11-01)

The flow-curvature of spacelike parametrized curves in the Lorentz plane
by: Mircea Crasmareanu
Published: (2022-09-01)

Gaussian Curvature Entropy for Curved Surface Shape Generation
by: Akihiro Okano, et al.
Published: (2020-03-01)

Planar T-Bézier curve with approximate minimum curvature variation
by: Juncheng LI
Published: (2018-03-01)

Curves in the Lorentz-Minkowski plane with curvature depending on their position
by: Castro Ildefonso, et al.
Published: (2020-07-01)

Curvature Dependent Energy of Surface Curves in Minkowski Space
by: Talat Korpınar, et al.
Published: (2018-03-01)

A yield curvature model considering axial compression ratio
by: Yanyan Zhu, et al.
Published: (2023-09-01)

Asymmetry cointegration and the J-curve: New evidence from Malaysia-Singapore commodity trade
by: Bahmani-Oskooee, M., et al.
Published: (2016)

The relationship between the stock market and foreign direct investment in Croatia: evidence from VAR and cointegration analysis
by: Irena Raguz, et al.
Published: (2013-03-01)

Every knot has characterising slopes
by: Lackenby, M
Published: (2018)

Developable Ruled Surfaces Generated by the Curvature Axis of a Curve
by: Ferhat Taş, et al.
Published: (2023-11-01)

Planar Typical Bézier Curves with a Single Curvature Extremum
by: Chuan He, et al.
Published: (2021-09-01)

Sensitivity study of surface curvature in characterisation of cartilage mechanical properties
by: Abd. Latif, Mohd. Juzaila, et al.
Published: (2013)

Characterisation of pitted metallic curvature cup for lubricated sliding contact /
by: Md Razak Daud, 1981-, author 600013, et al.
Published: (2016)

Asymptotic theory for cointegration analysis when the cointegration rank is deficient
by: Bernstein, D, et al.
Published: (2019)

Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient
by: David H. Bernstein, et al.
Published: (2019-01-01)

Discussion on Minimal Curvature Variation in Cubic Hermite Curve Construction
by: Peipei LI, et al.
Published: (2012-04-01)

Representation of a Monotone Curve by a Contour with Regular Change in Curvature
by: Yevhen Havrylenko, et al.
Published: (2021-07-01)