Yield curve dynamics and fiscal policy shocks
Year of publication: |
2022
|
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Authors: | Kučera, Adam ; Kočenda, Evžen ; Maršál, Aleš |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Government Expenditures | Fiscal policy | U.S. Treasury Yield Curve | Affine Term Structure Model |
Series: | IES Working Paper ; 4/2022 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1794960767 [GVK] hdl:10419/265190 [Handle] |
Classification: | c38 ; C51 - Model Construction and Estimation ; c58 ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation |
Source: |
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