Yield curve in an estimated nonlinear macro model

Journal of Economic Dynamics and Control

Volumn 35, Issue 8, 2011, Pages 1229-1244

  Doh, Taeyoung ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Bayesian econometrics; DSGE model; Term structure of interest rates

Indexed keywords

EID: 79957699298     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2011.03.003     Document Type: Article

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