Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Yusho Kagraoka; Zakaria Moussa
| Year of publication: |
2013
|
|---|---|
| Authors: | Kagraoka, Yusho ; Moussa, Zakaria |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 25.2013, p. 181-201
|
| Subject: | Quantitative easing policy | Macro-finance model | Time-varying parameter VAR | Japan | Expectation channel | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Quantitative Lockerung | Quantitative easing | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Glaubwürdigkeit | Credibility |
| 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://www.econbiz.de/10009762795