A tractable framework for zero lower bound Gaussian term structure models

Leo Krippner

Year of publication:	2013
Authors:	Krippner, Leo
Publisher:	[Wellington] : Reserve Bank of New Zealand
Subject:	zero lower bound \| term structure of interest rates \| Gaussian affine term structure models \| shadow short rate \| shadow term structure \| Niedrigzinspolitik \| Low-interest-rate policy \| Zinsstruktur \| Yield curve \| Gauß-Prozess \| Gaussian process \| Zustandsraummodell \| State space model \| USA \| United States

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