Estimating diffusion models of interest rates at the zero lower bound : from the great depression to the great recession and beyond
Year of publication: |
2023
|
---|---|
Authors: | Morin, Lealand |
Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 159-179
|
Subject: | Federal funds target rate | interest rate | zero lower bound | diffusion processes | regulated Brownian motion | bounded processes | Zins | Interest rate | Niedrigzinspolitik | Low-interest-rate policy | Zinspolitik | Interest rate policy | Geldmarkt | Money market | Konjunktur | Business cycle | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy |
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