Anchoring the yield curve using survey expectations
Carlo Altavilla, Raffaella Giacomini, Giuseppe Ragusa
| Year of publication: |
September/October 2017
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|---|---|
| Authors: | Altavilla, Carlo ; Giacomini, Raffaella ; Ragusa, Giuseppe |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 6, p. 1055-1068
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| Subject: | Term Structure Models | Exponential Tilting | Blue Chip Analysts Survey | Forecast Performance | Monetary Policy Forward Guidance | Macroeconomic Factors | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Experten | Experts | Erwartungsbildung | Expectation formation | Anleihe | Bond | Fälligkeit | Maturity | Theorie | Theory | Schätzung | Estimation | USA | United States | 2000-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2588 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011862313