(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate
Year of publication: |
2007
|
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Authors: | Lombardi, Marco J. ; Sgherri, Silvia |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Zins | Zinstheorie | Geldpolitik | Sequentialtest | Monte-Carlo-Simulation | USA | Bayesian Analysis | DSGE Models | Natural Interest Rate | Particle Filters |
Series: | ECB Working Paper ; 794 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 539868825 [GVK] hdl:10419/153228 [Handle] RePEc:ecb:ecbwps:20070794 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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(Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
Lombardi, Marco J., (2021)
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(Un)naturally low? : sequential Monte Carlo tracking of the US natural interest rate
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(Un)naturally low? : sequential Monte Carlo tracking of the US natural interest rate
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