Term Structure Models

First published: 1994

Brief summary

NBER source on term-structure modelling.

Article

Term Structure Models is covered by the linked source. NBER source on term-structure modelling.

The material is published by NBER and presents the relevant data, definitions or analytical framework.

The topic concerns policy rates, market yields, inflation expectations, credit conditions, bond prices or economic activity, depending on the source.

Results depend on data coverage, assumptions and the policy regime. Historical recurrence does not establish a fixed predictive cycle.

Source details and credits

• Source / publisher: NBER
• Source type: Working paper
• URL type: WWW
• Credits: NBER
• URL: https://www.nber.org/papers/w4937