Modelling the Time-Variation in Euro Area Lending Spreads
Year of publication: |
2015
|
---|---|
Authors: | Blagov, Boris |
Other Persons: | Funke, Michael (contributor) ; Moessner, Richhild (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Eurozone | Euro area | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | DSGE-Modell | DSGE model | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Series: | BIS Working Paper ; No. 526 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2015 erstellt |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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