Search found 2 matches

by Letizia
Thu May 21, 2015 1:51 pm
Forum: Estimation
Topic: macro announcement impact on yield curve
Replies: 1
Views: 2414

Re: macro announcement impact on yield curve

Additional issue and this is for dissertation with deadline very soon - ANY help at all however small would TRULY be appreciated. I am covered in manuals and I can't find the answer on whether my model is set up correct (I don't think so but I can't find the error) and how to input the equation. Whe...
by Letizia
Thu May 21, 2015 1:09 am
Forum: Estimation
Topic: macro announcement impact on yield curve
Replies: 1
Views: 2414

macro announcement impact on yield curve

Hi All, I am trying to estimate the impact that macro announcement have on the yield curve. At present I have an Eviews workfile in panel data format. Data: daily data from 2003 to 2014 for both Economic surprise index and yields. The excel file imported in Eviews is structured such as I have copied...

Go to advanced search