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Home Country Netherlands Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models Program Fulbright Visiting Scholar Program Program Country Netherlands Grant Activity Type Research Discipline Economics Academic Year 2005-2006 Dates September 2005 - December 2005 Flex No Scholar type Non-U.S. (Visiting) Scholar Project Title Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models Scholar Information Grantee Michiel de Pooter Title Doctoral Candidate Institution Erasmus University Rotterdam Department Department of Econometrics Host Institutions Institution University of Chicago Faculty Dr. Monika Piazzesi Host Department Graduate School of Business
Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models Program Fulbright Visiting Scholar Program Program Country Netherlands Grant Activity Type Research Discipline Economics Academic Year 2005-2006 Dates September 2005 - December 2005 Flex No Scholar type Non-U.S. (Visiting) Scholar Project Title Understanding the Movements in the Yield Curve by Incorporating Macroeconomic Variables in Term Structure Models Scholar Information Grantee Michiel de Pooter Title Doctoral Candidate Institution Erasmus University Rotterdam Department Department of Econometrics Host Institutions Institution University of Chicago Faculty Dr. Monika Piazzesi Host Department Graduate School of Business