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Natural yield curve : the case of Indonesia
Bary, Pakasa; Affandi, Yoga; Harahap, Berry A.; … - In: Contemporary economics 14 (2020) 2, pp. 182-200
The purpose of this study is to estimate the natural yield curve for an emerging economy, with Indonesia as a case study. The estimation is done by a two-stage approach, namely, the decomposition of the yield curve component through a dynamic Nelson-Siegel model, the results of which are then...
Persistent link: https://www.econbiz.de/10012237403
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Structural factor analysis of interest rate pass through in four large Euro Area economies
Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - 2017
Persistent link: https://www.econbiz.de/10011886367
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Structural factor analysis of interest rate pass through in four large euro area economies
Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - 2019
Persistent link: https://www.econbiz.de/10012174400
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Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge; Kirchner, Markus; Molina, Carlos - In: Journal of international money and finance 140 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
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Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria - 2019
Persistent link: https://www.econbiz.de/10012172917
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Indicator variables for inflation expectations in the Euro area
Masten, Igor; Maver, Vida - In: International journal of sustainable economy : IJSE 13 (2021) 2, pp. 107-125
Persistent link: https://www.econbiz.de/10012533213
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On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui; Li, Xiao-Lin; Ge, Xinyu - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
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Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Kim, Young Min; Kang, Kyu Ho; Ka, Kook - In: International review of economics & finance : IREF 67 (2020), pp. 66-84
Persistent link: https://www.econbiz.de/10012485697
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ECB policies involving government bond purchases : impact and channels
Krishnamurthy, Arvind; Nagel, Stefan; … - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011990195
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Inferring the shadow rate from real activity
García S., Benjamín; Skaperdas, Arsenios - 2018
Persistent link: https://www.econbiz.de/10011803218