A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

A-Tier
Journal: Journal of Monetary Economics
Year: 2003
Volume: 50
Issue: 4
Pages: 745-787

Authors (2)

Ang, Andrew (National Bureau of Economic Re...) Piazzesi, Monika (National Bureau of Economic Re...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:moneco:v:50:y:2003:i:4:p:745-787
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24