No-Arbitrage Taylor Rules with Switching Regimes

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Overview

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Keyphrases

Bond Yields Keyphrases

No-arbitrage Keyphrases

Switching Regime Keyphrases

Taylor Rule Keyphrases

Output Gap Keyphrases

Continuous-time Keyphrases

Explanatory Power Keyphrases

Macroeconomic Varia... Keyphrases

Arbitrage Keyphrases

Inflation Keyphrases

Time Regime Keyphrases

Accommodative Keyphrases

Spot Rates Keyphrases

Government Bonds Keyphrases

Term Structure of I... Keyphrases

Regime Dependent Keyphrases

Great Moderation Keyphrases

Inflation Gap Keyphrases

INIS

variations INIS

interest rate INIS

Economics, Econometrics and Finance

Yield Economics, Econometrics a...

Taylor Rule Economics, Econometrics a...

Regime Switching Economics, Econometrics a...

Inflation Economics, Econometrics a...

Potential Output Economics, Econometrics a...

Yield Curve Economics, Econometrics a...

Continuous Time Economics, Econometrics a...

Arbitrage Economics, Econometrics a...

Macroeconomic Varia... Economics, Econometrics a...

Public Bond Economics, Econometrics a...

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