ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU
Year of publication: |
2011
|
---|---|
Authors: | Humala, Alberto ; Rodríguez, Gabriel |
Institutions: | Departamento de Economía, Pontificia Universidad Católica del Perú |
Keywords: | Interest Rate / Natural Interest Rate / Kalman Filter / Output Gap / Unobserved Components |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | published Number 2011-316 |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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