A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates
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More about this item
KeywordsAffine term structure models; monetary policy rules; Kalman filter; Financial Economics; E43; E58; G12;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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