Efficient Jacobian evaluations for estimating zero lower bound term structure models

Leo Krippner

Year of publication:	2014
Authors:	Krippner, Leo
Publisher:	Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ.
Subject:	Black framework \| zero lower bound \| shadow short rate \| term structure model \| Niedrigzinspolitik \| Low-interest-rate policy \| Zinsstruktur \| Yield curve \| Zustandsraummodell \| State space model \| Monte-Carlo-Simulation \| Monte Carlo simulation

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