Dynamic term structure models : the best way to enforce the zero lower bound in the United States
Year of publication: |
2015
|
---|---|
Authors: | Andreasen, Martin Møller ; Meldrum, Andrew |
Publisher: |
London : Bank of England |
Subject: | Bias-adjustment | forecasting study | quadratic term styructure models | sequential regression approach | shadow rate models | Zinsstruktur | Yield curve | USA | United States | Niedrigzinspolitik | Low-interest-rate policy | Theorie | Theory | Prognoseverfahren | Forecasting model |
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