A shadow policy rate to calibrate US monetary policy at the zero lower bound
by Marco Lombardi and Feng Zhu
| Year of publication: |
2014
|
|---|---|
| Authors: | Lombardi, Marco ; Zhu, Feng |
| Publisher: |
[Basel] : Bank for Internat. Settlements |
| Subject: | unconventional monetary policy | zero lower bound | shadow policy rate | federal funds rate | dynamic factor model | monetary VAR | Geldpolitik | Monetary policy | Niedrigzinspolitik | Low-interest-rate policy | USA | United States | Zinsstruktur | Yield curve | Zinspolitik | Interest rate policy | Schätzung | Estimation | Geldmarkt | Money market | Theorie | Theory | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model |
| Extent: | 26 S. graph. Darst. 30 cm |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 452 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Online-Ausg. erschienen |
| ISBN: | 978-92-9131-530-7 ; 978-92-9131-531-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010402200