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...
Clasificación: | Libro Electrónico |
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Autores principales: | , , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
[Washington, D.C.] :
International Monetary Fund,
[2016]
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Colección: | IMF working paper ;
WP/16/103. |
Temas: | |
Acceso en línea: | Texto completo |