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Parametric estimation approaches are widely by central banks as they produce smooth term structures with relatively few …
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the Kalman filter technique nesting a great variety of interpolation setups. We evaluate competing models and provide a …
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context of yield curve estimation are novel contributions. …
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An interaction in a fixed effects (FE) regression is usually specified by demeaning the product term. However, this strategy does not yield a genuine within estimator. Instead, an estimator is produced that reflects unit-level differences of interacted variables whose moderators vary within...
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