A New-Keynesian Model of the Yield Curve with Learning Dynamics : A Bayesian Evaluation
Year of publication: |
2011
|
---|---|
Authors: | Dewachter, Hans |
Other Persons: | Iania, Leonardo (contributor) ; Lyrio, Marco (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Neoklassische Synthese | Neoclassical synthesis | Lernprozess | Learning process | Geldpolitik | Monetary policy | Lernen | Learning |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1952928 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Learning About the Term Structure and Optimal Rules for Inflation Targeting
Tesfaselassie, M. F., (2006)
-
Natural rate chimera and bond pricing reality
Brand, Claus, (2021)
-
Natural rate chimera and bond pricing reality
Brand, Claus, (2020)
- More ...
-
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH
Dewachter, Hans, (2014)
-
Information in the Yield Curve: A Macro-Finance Approach
Dewachter, Hans, (2011)
-
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation
Dewachter, Hans, (2011)
- More ...