Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
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More about this item
KeywordsInflation target; survival analysis; monetary policy;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-09-16 (Central Banking)
- NEP-FMK-2006-09-16 (Financial Markets)
- NEP-MAC-2006-09-16 (Macroeconomics)
- NEP-MON-2006-09-16 (Monetary Economics)
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