An affine macro-finance term structure model for the euro area
Year of publication: |
2007
|
---|---|
Authors: | Lemke, Wolfgang |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Zinsstrukturtheorie | Ökonometrisches Makromodell | Geldpolitik | Reaktionsfunktion | Schätzung | EU-Staaten | affine term structure models | monetary policy | euro area |
Series: | Discussion Paper Series 1 ; 2007,13 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 534695019 [GVK] hdl:10419/19689 [Handle] RePEc:zbw:bubdp1:5865 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
-
An Affine Macro-Finance Term Structure Model for the Euro Area
Lemke, Wolfgang, (2016)
-
Fendel, Ralf, (2004)
-
Interest rate reaction functions for the euro area Evidence from panel data analysis
Ruth, Karsten, (2004)
- More ...
-
Money demand and macroeconomic uncertainty
Lemke, Wolfgang, (2005)
-
Bond pricing when the short term interest rate follows a threshold process
Lemke, Wolfgang, (2006)
-
Archontakis, Theofanis, (2007)
- More ...