Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Year of publication: |
2013
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Authors: | Kagraoka, Yusho ; Moussa, Zakaria |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 25.2013, p. 181-201
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Subject: | Quantitative easing policy | Macro-finance model | Time-varying parameter VAR | Japan | Expectation channel | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Quantitative Lockerung | Quantitative easing | Schätzung | Estimation | Inflationserwartung | Inflation expectations | Zinspolitik | Interest rate policy |
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