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...
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| Другие авторы: | , |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Серии: | IMF Working Papers; Working Paper ;
No. 2016/103 |
| Online-ссылка: | Full text available on IMF |