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}

@book{commandeur2007introduction,
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}

@book{box2015time,
	title={Time series analysis: forecasting and control},
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	year={2015},
	publisher={John Wiley \& Sons}
}

@article{koopman2010analyzing,
	title={Analyzing the term structure of interest rates using the dynamic Nelson--Siegel model with time-varying parameters},
	author={Koopman, Siem Jan and Mallee, Max IP and Van der Wel, Michel},
	journal={Journal of Business \& Economic Statistics},
	volume={28},
	number={3},
	pages={329--343},
	year={2010},
	publisher={Taylor \& Francis}
}

@article{diebold2006macroeconomy,
	title={The macroeconomy and the yield curve: a dynamic latent factor approach},
	author={Diebold, Francis X and Rudebusch, Glenn D and Aruoba, S Boragan},
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	volume={131},
	number={1-2},
	pages={309--338},
	year={2006},
	publisher={Elsevier}
}