Multicountry time-varying Taylor rule : modeling unconventional monetary policies and bond premiums
Year of publication: |
2024
|
---|---|
Authors: | Morita, Tohru |
Published in: |
International advances in economic research. - Edwardsville, Ill. : Atlantic Economic Society, ISSN 1573-966X, ZDB-ID 2070315-6. - Vol. 30.2024, 2, p. 135-158
|
Subject: | Cross-country panel data | Global risk premia | Negative interest rate policy | State-space models | Taylor rule | Taylor-Regel | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Welt | World | Zinspolitik | Interest rate policy | Zinsstruktur | Yield curve |
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