A constrained dynamic nelson-siegel model for monetary policy analysis

Jamie L. Cross, Aubrey Poon, Wenying Yao, and Dan Zhu

Year of publication:	[2024]
Authors:	Cross, Jamie ; Poon, Aubrey ; Yao, Wenying ; Zhu, Dan
Publisher:	Oslo : BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP)
Subject:	Dynamic Nelson-Siegel model \| Term Structure \| Yield curve \| Monetary Policy \| Macroeconomic Analysis \| Bayesian Analysis \| Zinsstruktur \| Geldpolitik \| Monetary policy \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model

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