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A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

Posted By Guest Author On July 18, 2012 @ 6:00 pm In Fixed Income/Interest Rates,Think Tank | Comments Disabled

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URL to article: http://www.ritholtz.com/blog/2012/07/a-dynamic-factor-model-of-the-yield-curve-as-a-predictor-of-the-economy/

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