On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831)
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scientific article; zbMATH DE number 6987766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of Bank of Japan's outright purchase on the JGB yield curve |
scientific article; zbMATH DE number 6987766 |
Statements
On the effect of Bank of Japan's outright purchase on the JGB yield curve (English)
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3 December 2018
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yield curve
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QQE
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Bank of Japan
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scenario analysis
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state space model
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Kalman filter
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