Constrained interest rates and changing dynamics at the zero lower bound
Gregor Bäurle, Daniel Kaufmann, Sylvia Kaufmann, Rodney Strachan
| Year of publication: |
2020
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| Authors: | Bäurle, Gregor ; Kaufmann, Daniel ; Kaufmann, Sylvia ; Strachan, Rodney W. |
| 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. 24.2020, 2, p. 1-26
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| Subject: | constrained variable | regime switching | stochastic volatility | time-varying probability | Tobit model | Theorie | Theory | Zins | Interest rate | Volatilität | Volatility | Niedrigzinspolitik | Low-interest-rate policy | Zinsstruktur | Yield curve | Tobit-Modell | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012198531