Nonlinear dynamics of interest rate and inflation
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More about this item
Keywordsnonlinear models; interest rate; inflation; cointegration analysis;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- 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-ALL-2004-05-26 (All new papers)
- NEP-ECM-2004-05-16 (Econometrics)
- NEP-MON-2004-05-16 (Monetary Economics)
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