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Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.; Rudebusch, Glenn D. - 2013
Persistent link: https://www.econbiz.de/10010223575
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Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.; Rudebusch, Glenn D. - 2013
Persistent link: https://www.econbiz.de/10010233356
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Safe assets, liquidity and monetary policy
Benigno, Pierpaolo; Nisticò, Salvatore - 2013
Persistent link: https://www.econbiz.de/10010243720
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Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M. - In: Developments in macro-finance Yield curve modelling, (pp. 169-199). 2014
Persistent link: https://www.econbiz.de/10010254021
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A Shadow rate model with time-varying lower bound of interest rates
Kortela, Tomi - 2016
Persistent link: https://www.econbiz.de/10011524345
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
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Monetary policy statements, treasury yields, and private yields : before and after the zero lower bound
Kiley, Michael T. - 2013
Persistent link: https://www.econbiz.de/10010424567
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Dynamic term structure models : the best way to enforce the zero lower bound
Andreasen, Martin Møller; Meldrum, Andrew - 2014
Persistent link: https://www.econbiz.de/10010438075
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Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo (contributor) - 2012
Persistent link: https://www.econbiz.de/10009583122
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Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: Dynamic factor models, (pp. 75-125). 2016
Persistent link: https://www.econbiz.de/10011448657