Inflation and real short-term interest rates - a Kalman filter analysis of the term structure
Li-Hsueh Chen
| Year of publication: |
2001
|
|---|---|
| Authors: | Chen, Li-Hsueh |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 33.2001, 7, p. 855-861
|
| Subject: | Zinsstruktur | Yield curve | Inflation | Zustandsraummodell | State space model | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001583564