Below the zero lower bound: a shadow-rate term structure model for the euro area
Year of publication: |
2017
|
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Authors: | Lemke, Wolfgang ; Vladu, Andreea Liliana |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | lower bound | monetary policy expectations | nonlinear state space model | term structure of interest rates |
Series: | ECB Working Paper ; 1991 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-2710-9 |
Other identifiers: | 10.2866/823439 [DOI] 884595366 [GVK] hdl:10419/154424 [Handle] RePEc:ecb:ecbwps:20171991 [RePEc] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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