Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco

Monetary and Fiscal Policies and the Dynamics 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 policy-making. In Morocco's context, we find... READ MORE...

Publication date: May 2016
ISBN 9781484365465
$18.00

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