Bary, Pakasa; Affandi, Yoga; Harahap, Berry A.; … - In: Contemporary Economics 14 (2020) 2, pp. 182-200
The purpose of this study is to estimate the natural yield curve for an emerging economy, with Indonesia as a case study. The estimation is done by a two-stage approach, namely, the decomposition of the yield curve component through a dynamic Nelson-Siegel model, the results of which are then...
