Journal of Applied Econometrics Data Archive

Borus Jungbacker, Siem Jan Koopman, and Michel van der Wel, "Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates", Journal of Applied Econometrics, Vol. 29, No. 1, 2014, pp. 65-90.

• Readme file
• jkv-data.zip

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