Natural yield curve: The case of Indonesia
Year of publication: |
2020
|
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Authors: | Bary, Pakasa ; Affandi, Yoga ; Harahap, Berry A. ; Suryani, Fenty T. |
Published in: |
Contemporary Economics. - ISSN 2300-8814. - Vol. 14.2020, 2, p. 182-200
|
Publisher: |
Warsaw : University of Finance and Management in Warsaw, Faculty of Management and Finance |
Subject: | term structure | yield curve | natural interest rate | monetary policy | Kalman Filter |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5709/ce.1897-9254.339 [DOI] 1702948625 [GVK] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
-
Natural yield curve : the case of Indonesia
Bary, Pakasa, (2020)
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Below the zero lower bound : a shadow-rate term structure model for the euro area
Lemke, Wolfgang, (2016)
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Below the Zero Lower Bound : A Shadow-Rate Term Structure Model for the Euro Area
Lemke, Wolfgang, (2017)
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Natural yield curve : the case of Indonesia
Bary, Pakasa, (2020)
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Natural Yield Curve : The Case of Indonesia
Affandi, Yoga, (2021)
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Harahap, Berry A., (2016)
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