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~person:"Koopman, Siem Jan"
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Central bank asset purchases
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Koopman, Siem Jan
Diebold, Francis X.
10
Krippner, Leo
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Rudebusch, Glenn D.
8
Dijk, Dick van
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Ravazzolo, Francesco
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Demertzidis, Anastasios
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Kang, Kyu Ho
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4
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van Dijk, Dick
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Brand, Claus
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1
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
Mesters, Geert
;
Schwaab, Bernd
;
Koopman, Siem Jan
-
Tinbergen Instituut
-
2014
-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-
Siegel
model while the …
Persistent link: https://www.econbiz.de/10011257041
Saved in:
2
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
Mesters, Geert
;
Schwaab, Bernd
;
Koopman, Siem Jan
-
2014
-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-
Siegel
model while the …
Persistent link: https://www.econbiz.de/10010377183
Saved in:
3
A dynamic yield curve model with stochastic volatility and non-Gaussian interactions : an empirical study of non-standard monetary policy in the euro area
Mesters, Geert
;
Schwaab, Bernd
;
Koopman, Siem Jan
-
2014
-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-
Siegel
model while the …
Persistent link: https://www.econbiz.de/10010362975
Saved in:
4
Forecasting interest rates with shifting
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
-
2012
Persistent link: https://www.econbiz.de/10009723022
Saved in:
5
Forecasting interest rates with shifting endpoints
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
Saved in:
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