The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period
Year of publication: |
2003-10-01
|
---|---|
Authors: | Nagayasu, Jun |
Institutions: | International Monetary Fund (IMF) |
Subject: | Interest rates | Economic models | monetary policy | equation | statistics | inflation | covariance | central bank | monetary policies | monetary fund | long-term interest rates | instrumental variables | probability | equations | discount rate | autocorrelation | cointegration | monetary base | statistic | money market | open market operations | constant term | optimal monetary policy | maximum likelihood method | statistical methodology | explanatory power | cumulative distribution function | monetary economics | predictability | time series analysis | stationary processes | survey | prediction | integral | expansionary monetary policies | normal distribution | time series | nonlinear relationship | standard deviation | demand for money | government securities | simulation results | simultaneous equation | sample mean |
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