Multicountry time-varying Taylor rule : modeling unconventional monetary policies and bond premiums
Year of publication: |
2024
|
---|---|
Authors: | Morita, Tohru |
Subject: | Cross-country panel data | Global risk premia | Negative interest rate policy | State-space models | Taylor rule | Taylor-Regel | Geldpolitik | Monetary policy | Schätzung | Estimation | Zinspolitik | Interest rate policy | Theorie | Theory | Risikoprämie | Risk premium | Welt | World | Wirkungsanalyse | Impact assessment | Niedrigzinspolitik | Low-interest-rate policy | Zinsstruktur | Yield curve | Anleihe | Bond | Öffentliche Anleihe | Public bond |
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