With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound
Year of publication: |
2018
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Authors: | Schupp, Fabian ; Geiger, Felix |
Publisher: |
Kiel, Hamburg : ZBW - Leibniz-Informationszentrum Wirtschaft |
Subject: | Term structure modeling | short rate expectations | lower bound | survey information | yield curve decomposition | monetary policy | euro area |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/181529 [Handle] RePEc:zbw:vfsc18:181529 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Geiger, Felix, (2018)
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Geiger, Felix, (2018)
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The (ir)relevance of the nominal lower bound for real yield curve analysis
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