Estimating Parameters of Short-Term Real Interest Rate Models
October 17, 2013
Preview Citation
Format: Chicago
Summary
Subject: Financial services, Inflation, Interest rate modelling, Prices, Real interest rates, Short term interest rates, Yield curve
Keywords: Data series, Diffusion process, Inflation, Inflation expectation, Interest rate modelling, Nominal interest rate, Nominal interest rate model, Real interest rate, Real interest rate model, Real interest rate process, Real interest rates, Short term interest rates, Short-term Interest Rate, Single-factor Models, WP, Yield curve
Publication Details
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Pages:
27
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2013/212
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Stock No:
WPIEA2013212
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ISBN:
9781475594645
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ISSN:
1018-5941