Measuring the natural rate of interest of China: a time varying perspective

DOI10.1016/j.econlet.2019.01.011zbMath1409.91257OpenAlexW2910895404MaRDI QIDQ1730183

Bin Wang

Publication date: 11 March 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.01.011

zbMATH Keywords

Chinanatural rate of interestTVP-VAR-SV

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Uses Software

• bvarsv

Cites Work

• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• Time Varying Structural Vector Autoregressions and Monetary Policy