Dynamic term structure models: The best way to enforce the zero lower bound
Year of publication: |
2014-11-26
|
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Authors: | Andreasen, Martin M. ; Meldrum, Andrew |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Bias-adjustment | Forecasting study | Quadratic term structure models | Shadow rate models | The sequential regression approach |
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