Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback
Year of publication: |
2011-03
|
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Authors: | Zagaglia, Paolo |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Yield curve | general equilibrium models | Bayesian estimation | forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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