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Term Structure of Interest Rates; Nelson-Siegel; Dynamic Model Averaging; Bayesian Methods; Term Premia
Global Yield Curves, Co-Movement, Transmission Channels, Global Fundamentals, Sentiment, Economic Uncertainty, Bayesian Factor Model
disagreement, heterogeneous beliefs, noisy information, speculation, survey forecasts, yield curve, term premium
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disagreement, heterogeneous beliefs, Noisy information, Speculation, Survey Forecasts, Term premium, yield curve
exchange rates, commodity prices, People’s Republic of China’s growth, monetary policy, factor model, TVP-FAVAR, Bayesian methods
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