No-arbitrage taylor rules with switching regimes
Haitao Li; Tao Li; Cindy Yu
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Haitao ; Li, Tao ; Yu, Cindy |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 10, p. 2278-2294
|
| Subject: | Taylor rule | term structure | regime switching | MCMC | Taylor-Regel | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Theorie | Theory | Geldpolitik | Monetary policy | Schätzung | Estimation | Regelbindung versus Diskretion | Rules versus discretion | Inflationssteuerung | Inflation targeting |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010202802