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Yield curve in an estimated nonlinear macro model

Doh, Taeyoung - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1229-1244

Persistent link: https://www.econbiz.de/10009241459

Long-run risks in the term structure of interest rates : estimation

Doh, Taeyoung - In: Journal of applied econometrics 28 (2013) 3, pp. 478-497

Persistent link: https://www.econbiz.de/10009756493

What does the yield curve tell us about the Federal Reserve's implicit inflation target?

Doh, Taeyoung - In: Journal of money, credit and banking : JMCB 44 (2012) 2/3, pp. 470-485

Persistent link: https://www.econbiz.de/10009575288

What does the yield curve tell us about the Federal Reserve's implicit inflation target?

Doh, Taeyoung (contributor) - 2007

Persistent link: https://www.econbiz.de/10003736441

The efficacy of large-scale asset purchases at the zero lower bound

Doh, Taeyoung - In: Economic review 95 (2010) 2, pp. 5-34

Persistent link: https://www.econbiz.de/10009125376

Yield curve and monetary policy expectations in small open economies

Bong, Kwan Soo; Doh, Taeyoung; Park, Woong-yong - 2014

Persistent link: https://www.econbiz.de/10010477718

Yield curve in an estimated nonlinear macro model

Doh, Taeyoung - 2009

Persistent link: https://www.econbiz.de/10003802871

Long run risk in the term structure of interest rates : estimation

Doh, Taeyoung (contributor) - 2008

Persistent link: https://www.econbiz.de/10003785861

The equilibrium term structure of equity and interest rates

Doh, Taeyoung; Wu, Shu - 2016

Persistent link: https://www.econbiz.de/10011570553

Yield Curve and Monetary Policy Expectations in Small Open Economies

Bong, Kwan - 2016

This paper estimates a New Keynesian dynamic stochastic general equilibrium (DSGE) model in small open economies using the yield curve data as well as standard macro data. The DSGE model is estimated on the data of three inflation-targeting small open economies (Australia, Canada, and New...

Persistent link: https://www.econbiz.de/10013005619