Below the zero lower bound : a shadow-rate term structure model for the euro area
Year of publication: |
2018
|
---|---|
Authors: | Vladu, Andreea L. ; Lemke, Wolfgang |
Published in: |
Essays on interest rates at the lower bound. - Frankfurt am Main. - 2018, p. 7-56
|
Subject: | term structure of interest rates | lower bound | nonlinear state-space model | monetary policy expectations | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Niedrigzinspolitik | Low-interest-rate policy | Theorie | Theory | Eurozone | Euro area | EU-Staaten | EU countries |
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