The effects of conventional and unconventional monetary policy on forecasting the yield curve

Yunjong Eo, Kyu Ho Kang

Year of publication:	2020
Authors:	Eo, Yunjong ; Kang, Kyu Ho
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 111.2020, p. 1-16
Subject:	Arbitrage-free term structure model \| Dynamic Nelson–Siegel model \| Markov-switching mixture \| Operation twist \| Random walk model \| Zinsstruktur \| Yield curve \| Geldpolitik \| Monetary policy \| Theorie \| Theory \| Random Walk \| Random walk \| Prognoseverfahren \| Forecasting model \| Markov-Kette \| Markov chain \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Wirkungsanalyse \| Impact assessment

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