| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060359 | Economics Letters | 2013 | 4 Pages |
Abstract
⺠Proposes simple term structure model for zero lower bound environments. ⺠Quantifies monetary policy stance as a “shadow short rate”. ⺠Applies one-factor model to Japanese data. ⺠Discusses extensions to multi-factor models.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Leo Krippner,