A model of the euro-area yield curve with discrete policy rates
Year of publication: |
Feb 2017
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Authors: | Renne, Jean-Paul |
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. 21.2017, 1, p. 99-116
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Subject: | affine term-structure models | zero lower bound | regime switching models | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Niedrigzinspolitik | Low-interest-rate policy | EU-Staaten | EU countries | Eurozone | Euro area | Schätzung | Estimation | Zustandsraummodell | State space model |
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