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Monetary and fiscal policies and the dynamic 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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Ahokpossi, Calixte (Autor, (IMF staff)), García Martínez, Pilar (Autor, (IMF staff)), Kemoe, Laurent (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, [2016]
Colección:IMF working paper ; WP/16/103.
Temas:
Acceso en línea:Texto completo