Yield curve in an estimated nonlinear macro model

DOI10.1016/j.jedc.2011.03.003zbMath1217.91111OpenAlexW1971887223MaRDI QIDQ550835

Taeyoung Doh

Publication date: 13 July 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.03.003

zbMATH Keywords

term structure of interest ratesBayesian econometricsDSGE model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Interest rates, asset pricing, etc. (stochastic models) (91G30) Dynamic stochastic general equilibrium theory (91B51)

Related Items

Monetary policy and long‐term interest rates ⋮ Efficient bond price approximations in non-linear equilibrium-based term structure models

Cites Work

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