Constrained interest rates and changing dynamics at the zero lower bound
Year of publication: |
2020
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Authors: | Bäurle, Gregor ; Kaufmann, Daniel ; Kaufmann, Sylvia ; Strachan, Rodney W. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2020, 2, p. 1-26
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Subject: | constrained variable | regime switching | stochastic volatility | time-varying probability | Tobit model | Theorie | Theory | Zins | Interest rate | Volatilität | Volatility | Niedrigzinspolitik | Low-interest-rate policy | Geldpolitik | Monetary policy | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Tobit-Modell |
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