Econometric issues in the estimation of the natural rate of interest
Daniel Buncic
| Year of publication: |
2024
|
|---|---|
| Authors: | Buncic, Daniel |
| Subject: | Kalman Filter | Median Unbiased Estimation | Misspecified econometric models | Natural rate of interest | Spurious relations | Schätztheorie | Estimation theory | Zins | Interest rate | Schätzung | Estimation | Zustandsraummodell | State space model | Ökonometrisches Modell | Econometric model | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547947