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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of econometrics 168 (2012) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10009969403
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The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
HAMILTON, JAMES D.; WU, JING CYNTHIA - In: Journal of money, credit and banking : JMCB 44 (2012) 1, pp. 3-47
Persistent link: https://www.econbiz.de/10009827485
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IDENTIFICATION AND ESTIMATION OF GAUSSIAN AFFINE TERM STRUCTURE MODELS
Hamilton, James D; Wu, Jing Cynthia - 2012
Persistent link: https://www.econbiz.de/10009836852
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THE EFFECTIVENESS OF ALTERNATIVE MONETARY POLICY TOOLS IN A ZERO LOWER BOUND ENVIRONMENT
Hamilton, James D; Wu, Jing Cynthia - 2011
Persistent link: https://www.econbiz.de/10008998846
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TESTABLE IMPLICATIONS OF AFFINE TERM STRUCTURE MODELS
Hamilton, James D; Wu, Jing Cynthia - 2011
Persistent link: https://www.econbiz.de/10009000135
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Correcting Estimation Bias in Dynamic Term Structure Models
Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 454-468
Persistent link: https://www.econbiz.de/10009995985