Discover 2 stories with “Economics” Tag.
This is a quick note on how to retrieve Worldbank data using Python. Thanks to the wbdata package it is very easy to obtain Worldbank data. The time-series can be identified on the Worldbank website, then the data can be retrieved. The data can be inspected interactively in order to ... Read more »
The economic factor model is an affine term structure model where the factors have a particular economic interpretation. The general affine n-factor term structure model is presented and the EFM as a special case is developed in detail. The results include general expressions for dynamics bond prices, forward curves and ... Read more »