Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?

doi 10.24148/wp2013-39
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Federal Reserve Bank of San Francisco

Related search

Understanding Policy Rates at the Zero Lower Bound: Insights From a Bayesian Shadow Rate Model

SSRN Electronic Journal
2015English

Are Negative Supply Shocks Expansionary at the Zero Lower Bound?

Journal of Political Economy
EconomicsEconometrics
2019English

Uncertainty at the Zero Lower Bound

American Economic Journal: Macroeconomics
EconomicsEconometricsFinance
2017English

Nonlinear Adventures at the Zero Lower Bound

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2015English

Fiscal Policy at the Zero Lower Bound

Intereconomics
ManagementFinanceBusinessEconomicsAccountingEconometrics
2019English

Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. And Germany

2013English

Monetary Policy Expectations at the Zero Lower Bound

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2016English

Changing Macroeconomic Dynamics at the Zero Lower Bound

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2018English

Monetary Policy Expectations at the Zero Lower Bound

SSRN Electronic Journal
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy