Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Year of publication: |
2024
|
---|---|
Authors: | Ho, Paul |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 158.2024, Art.-No. 104772, p. 1-28
|
Subject: | Demographics | Interest rates | Prior sensitivity | Zins | Interest rate | Bevölkerungsentwicklung | Demographic development | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve |
-
Estimating the Effects of Demographics on Interest Rates : A Robust Bayesian Perspective
Ho, Paul, (2021)
-
Moreira, Ricardo Ramalhete, (2014)
-
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio, (2013)
- More ...
-
Identifying ambiguity shocks in business cycle models using survey data
Bhandari, Anmol, (2016)
-
Survey Data and Subjective Beliefs in Business Cycle Models
Bhandari, Anmol, (2019)
-
Haddad, Valentin, (2019)
- More ...