The natural rate of interest: information derived from a shadow rate model

التفاصيل البيبلوغرافية
العنوان: The natural rate of interest: information derived from a shadow rate model
المؤلفون: Viktors Ajevskis
المصدر: Applied Economics. 52:5129-5138
بيانات النشر: Informa UK Limited, 2020.
سنة النشر: 2020
مصطلحات موضوعية: Estimation, Economics and Econometrics, 050208 finance, 0502 economics and business, 05 social sciences, Shadow, Economics, Econometrics, Yield curve, 050207 economics, Upper and lower bounds, Natural (archaeology), Research data
الوصف: The study proposes an estimation method of the natural rate of interest based on the shadow rate term structure of interest rates model and using information from nominal yields data. For the purpo...
تدمد: 1466-4283
0003-6846
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::31e3b155826d010579e15a4127483171
https://doi.org/10.1080/00036846.2020.1757029
رقم الأكسشن: edsair.doi...........31e3b155826d010579e15a4127483171
قاعدة البيانات: OpenAIRE