The natural rate of interest: information derived from a shadow rate model
Year of publication: |
2020
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Authors: | Ajevskis, Viktors |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 47, p. 5129-5138
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Subject: | Natural rate of interest | term structure of interest rates | lower bound | non-linear Kalman filter | shadow rate | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Zins | Interest rate | Theorie | Theory | Eurozone | Euro area | Schätzung | Estimation | Niedrigzinspolitik | Low-interest-rate policy |
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