Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco /
We estimate the latent factors that underlie the dynamics of the sovereign bond yield curve in Morocco during 2004-14 based on the Dynamic Nelson-Siegel model. On this basis, we explore the interaction between macroeconomic variables and the yield curve, which is of direct relevance to macroeconomic...
| Egile nagusia: | |
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| Beste egile batzuk: | , |
| Formatua: | Aldizkaria |
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Saila: | IMF Working Papers; Working Paper ;
No. 2016/103 |
| Sarrera elektronikoa: | Full text available on IMF |