The natural rate of interest: information derived from a shadow rate model
العنوان: | The natural rate of interest: information derived from a shadow rate model |
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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 |
تدمد: | 14664283 00036846 |
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