Secular economic changes and bond yields
Year of publication: |
2021
|
---|---|
Authors: | Feunou, Bruno ; Fontaine, Jean-Sébastien |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Asset Pricing | Interest rates | Monetary policy and uncertainty | Potential output | Econometric and statistical methods |
Series: | Bank of Canada Staff Working Paper ; 2021-14 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2021-14 [DOI] 1752075927 [GVK] hdl:10419/241237 [Handle] RePEc:bca:bocawp:21-14 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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Secular economic changes and bond yields
Feunou, Bruno, (2021)
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Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
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A New Linear Estimator for Gaussian Dynamic Term Structure Models
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Bond Risk Premia and Gaussian Term Structure Models
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