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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Ahokpossi, Calixte (Auteur, (IMF staff)), García Martínez, Pilar (Auteur, (IMF staff)), Kemoe, Laurent (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: [Washington, D.C.] : International Monetary Fund, [2016]
Collection:IMF working paper ; WP/16/103.
Sujets:
Bonds > Morocco.
Monetary policy > Morocco.
Fiscal policy > Morocco.
Obligations (Valeurs) > Maroc.
Politique monétaire > Maroc.
Politique fiscale > Maroc.
Bonds
Economic history
Fiscal policy
Monetary policy
Morocco > Economic conditions.
Morocco
Accès en ligne:Texto completo

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