Measuring the natural yield curve
Year of publication: |
2014
|
---|---|
Authors: | Brzoza-Brzezina, Michał ; Kotłowski, Jacek |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 16/18, p. 2052-2065
|
Subject: | natural rate of interest | natural yield curve | unconventional monetary policy | Kalman filter | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Zustandsraummodell | State space model | Schätzung | Estimation | Zins | Interest rate | Öffentliche Anleihe | Public bond |
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