A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2024-12-09 (Central Banking)
- NEP-ECM-2024-12-09 (Econometrics)
- NEP-ETS-2024-12-09 (Econometric Time Series)
- NEP-MAC-2024-12-09 (Macroeconomics)
- NEP-MON-2024-12-09 (Monetary Economics)
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