Macroeconomics in Interest Rate Term Structure Modelling

Interest rates, the most important indicator of finance. How one should get started with the analysis of interest rates term structure? It is a complicated task which has to start from the basics. The vast literature and study made by professionals has been summarized in this thesis. The point being clarity and low amount of background information needed from the subject. In other words by reading this thesis one has a clear general view of the subject and its latest developments, also some new insights for future study has been covered. For anyone who is keen to know more about the fascinating world of term structure of interest rate from the point of view of a macroeconomist.

During the obligatory military service in 1999, I got a spark to learn more about investments especially stock markets. I graduated from a business college in 2002 and finished my masters degree in economics 2010. At the moment I am starting a career as a buy side broker and truly believe that I have found my dream work.